Soc. Generale Call 600 EMSN 21.03.../  DE000SU9A824  /

EUWAX
2024-05-31  1:07:35 PM Chg.+0.09 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.51EUR +6.34% -
Bid Size: -
-
Ask Size: -
EMS-CHEMIE N 600.00 CHF 2025-03-21 Call
 

Master data

WKN: SU9A82
Issuer: Société Générale
Currency: EUR
Underlying: EMS-CHEMIE N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 2025-03-21
Issue date: 2024-02-14
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.76
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 1.40
Implied volatility: 0.11
Historic volatility: 0.19
Parity: 1.40
Time value: 0.18
Break-even: 770.92
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 2.60%
Delta: 0.99
Theta: -0.06
Omega: 4.72
Rho: 4.72
 

Quote data

Open: 1.44
High: 1.51
Low: 1.44
Previous Close: 1.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.67%
1 Month  
+0.67%
3 Months  
+147.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.54 1.42
1M High / 1M Low: 1.78 1.42
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.49
Avg. volume 1W:   0.00
Avg. price 1M:   1.59
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -