Soc. Generale Call 42 DAR 20.12.2.../  DE000SU2YGH1  /

Frankfurt Zert./SG
2024-06-05  3:34:04 PM Chg.0.000 Bid3:48:14 PM Ask3:48:14 PM Underlying Strike price Expiration date Option type
0.460EUR 0.00% 0.460
Bid Size: 45,000
0.470
Ask Size: 45,000
Darling Ingredients ... 42.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YGH
Issuer: Société Générale
Currency: EUR
Underlying: Darling Ingredients Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.46
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.33
Parity: -0.35
Time value: 0.47
Break-even: 43.30
Moneyness: 0.91
Premium: 0.23
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.51
Theta: -0.02
Omega: 3.80
Rho: 0.07
 

Quote data

Open: 0.420
High: 0.460
Low: 0.420
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month
  -40.26%
3 Months
  -48.89%
YTD
  -69.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.460
1M High / 1M Low: 0.990 0.460
6M High / 6M Low: 1.550 0.460
High (YTD): 2024-01-02 1.530
Low (YTD): 2024-06-04 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.725
Avg. volume 1M:   0.000
Avg. price 6M:   0.984
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.10%
Volatility 6M:   104.44%
Volatility 1Y:   -
Volatility 3Y:   -