Soc. Generale Call 44 DAR 20.12.2.../  DE000SU2YGJ7  /

EUWAX
2024-06-05  8:27:30 AM Chg.-0.070 Bid12:27:32 PM Ask12:27:32 PM Underlying Strike price Expiration date Option type
0.370EUR -15.91% 0.380
Bid Size: 15,000
0.440
Ask Size: 15,000
Darling Ingredients ... 44.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YGJ
Issuer: Société Générale
Currency: EUR
Underlying: Darling Ingredients Inc
Type: Warrant
Option type: Call
Strike price: 44.00 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: 8.55
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.33
Parity: -0.54
Time value: 0.41
Break-even: 44.53
Moneyness: 0.87
Premium: 0.27
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.46
Theta: -0.02
Omega: 3.97
Rho: 0.07
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.48%
1 Month
  -40.32%
3 Months
  -50.67%
YTD
  -73.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.430
1M High / 1M Low: 0.850 0.430
6M High / 6M Low: 1.430 0.430
High (YTD): 2024-01-02 1.430
Low (YTD): 2024-05-31 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.616
Avg. volume 1M:   0.000
Avg. price 6M:   0.868
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.44%
Volatility 6M:   112.97%
Volatility 1Y:   -
Volatility 3Y:   -