Soc. Generale Call 70.61 MMM/  DE000SU9SB37  /

EUWAX
2024-06-14  9:08:51 AM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
3.37EUR - -
Bid Size: -
-
Ask Size: -
3M CO. D... 70.61 - 2024-06-21 Call
 

Master data

WKN: SU9SB3
Issuer: Société Générale
Currency: EUR
Underlying: 3M CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 70.61 -
Maturity: 2024-06-21
Issue date: 2024-02-22
Last trading day: 2024-06-17
Ratio: 8.4:1
Exercise type: American
Quanto: No
Gearing: 3.31
Leverage: Yes

Calculated values

Fair value: 2.76
Intrinsic value: 2.76
Implied volatility: 8.12
Historic volatility: 0.25
Parity: 2.76
Time value: 0.61
Break-even: 98.93
Moneyness: 1.33
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -5.40
Omega: 2.68
Rho: 0.00
 

Quote data

Open: 3.37
High: 3.37
Low: 3.37
Previous Close: 3.42
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -9.89%
3 Months  
+49.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.37 3.37
1M High / 1M Low: 3.74 2.90
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.37
Avg. volume 1W:   0.00
Avg. price 1M:   3.22
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -