OverviewChartNewsTraderScreen

Soc. Generale Call 70 SAX 20.09.2.../  DE000SU2MPH7  /

Frankfurt Zert./SG
5/23/2024  9:54:47 AM Chg.-0.010 Bid5/23/2024 Ask5/23/2024 Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.240
Bid Size: 10,000		 0.250
Ask Size: 10,000		 STROEER SE + CO. KGA... 70.00 - 9/20/2024 Call
 

Master data

WKN: SU2MPH
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 9/20/2024
Issue date: 11/22/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.69
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -0.34
Time value: 0.27
Break-even: 72.70
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.42
Theta: -0.02
Omega: 10.49
Rho: 0.08
 

Quote data

Open: 0.260
High: 0.270
Low: 0.240
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+118.18%
3 Months  
+321.05%
YTD  
+140.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.210
1M High / 1M Low: 0.280 0.087
6M High / 6M Low: 0.280 0.037
High (YTD): 5/21/2024 0.280
Low (YTD): 3/1/2024 0.037
52W High: - -
52W Low: - -
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.084
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   416.96%
Volatility 6M:   258.86%
Volatility 1Y:   -
Volatility 3Y:   -