Soc. Generale Call 4.6 DEZ 20.12..../  DE000SU10HJ0  /

EUWAX
20/09/2024  18:15:58 Chg.-0.110 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.380EUR -22.45% -
Bid Size: -
-
Ask Size: -
DEUTZ AG O.N. 4.60 EUR 20/12/2024 Call
 

Master data

WKN: SU10HJ
Issuer: Société Générale
Currency: EUR
Underlying: DEUTZ AG O.N.
Type: Warrant
Option type: Call
Strike price: 4.60 EUR
Maturity: 20/12/2024
Issue date: 09/11/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.91
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.40
Parity: -0.13
Time value: 0.41
Break-even: 5.01
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.58
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.52
Theta: 0.00
Omega: 5.67
Rho: 0.00
 

Quote data

Open: 0.430
High: 0.430
Low: 0.380
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.32%
1 Month
  -30.91%
3 Months
  -53.66%
YTD
  -55.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.380
1M High / 1M Low: 0.550 0.350
6M High / 6M Low: 1.900 0.350
High (YTD): 02/07/2024 1.900
Low (YTD): 10/09/2024 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.428
Avg. volume 1W:   0.000
Avg. price 1M:   0.451
Avg. volume 1M:   0.000
Avg. price 6M:   1.078
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.37%
Volatility 6M:   186.28%
Volatility 1Y:   -
Volatility 3Y:   -