Soc. Generale Call 5 PIRC 20.06.2.../  DE000SU5UX98  /

EUWAX
4/18/2024  9:52:45 AM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.460EUR 0.00% -
Bid Size: -
-
Ask Size: -
PIRELLI & C 5.00 - 6/20/2024 Call
 

Master data

WKN: SU5UX9
Issuer: Société Générale
Currency: EUR
Underlying: PIRELLI & C
Type: Warrant
Option type: Call
Strike price: 5.00 -
Maturity: 6/20/2024
Issue date: 12/15/2023
Last trading day: 6/20/2024
Ratio: 2:1
Exercise type: European
Quanto: -
Gearing: 6.17
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.40
Implied volatility: 0.44
Historic volatility: 0.22
Parity: 0.40
Time value: 0.07
Break-even: 5.94
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.83
Theta: 0.00
Omega: 5.10
Rho: 0.01
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month  
+31.43%
3 Months  
+119.05%
YTD  
+170.59%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.430
1M High / 1M Low: 0.500 0.350
6M High / 6M Low: - -
High (YTD): 4/12/2024 0.500
Low (YTD): 1/5/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.468
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -