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

EUWAX
2024-06-06  8:32:12 AM Chg.+0.01 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.40EUR +0.72% -
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: 4.94
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.33
Implied volatility: 0.15
Historic volatility: 0.19
Parity: 1.33
Time value: 0.19
Break-even: 769.84
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 2.01%
Delta: 0.96
Theta: -0.07
Omega: 4.74
Rho: 4.48
 

Quote data

Open: 1.40
High: 1.40
Low: 1.40
Previous Close: 1.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.41%
1 Month
  -10.26%
3 Months  
+125.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.51 1.34
1M High / 1M Low: 1.78 1.34
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.57
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -