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Soc. Generale Call 4.75 CABK 21.0.../  DE000SU15MC4  /

EUWAX
6/4/2024  8:06:31 AM Chg.-0.050 Bid9:18:46 AM Ask9:18:46 AM Underlying Strike price Expiration date Option type
0.580EUR -7.94% 0.580
Bid Size: 40,000		 0.590
Ask Size: 40,000		 CAIXABANK CAIXABANK,... 4.75 EUR 6/21/2024 Call
 

Master data

WKN: SU15MC
Issuer: Société Générale
Currency: EUR
Underlying: CAIXABANK CAIXABANK, S.A.
Type: Warrant
Option type: Call
Strike price: 4.75 EUR
Maturity: 6/21/2024
Issue date: 11/14/2023
Last trading day: 6/21/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 8.23
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.52
Implied volatility: 0.69
Historic volatility: 0.22
Parity: 0.52
Time value: 0.12
Break-even: 5.39
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.78
Theta: -0.01
Omega: 6.41
Rho: 0.00
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.89%
1 Month  
+41.46%
3 Months  
+510.53%
YTD  
+683.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.450
1M High / 1M Low: 0.630 0.240
6M High / 6M Low: 0.630 0.057
High (YTD): 6/3/2024 0.630
Low (YTD): 2/13/2024 0.057
52W High: - -
52W Low: - -
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.386
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   237.55%
Volatility 6M:   222.16%
Volatility 1Y:   -
Volatility 3Y:   -