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Soc. Generale Call 9.5 BOY 20.09..../  DE000SU17JW4  /

EUWAX
6/6/2024  8:18:34 AM Chg.+0.040 Bid11:59:03 AM Ask11:59:03 AM Underlying Strike price Expiration date Option type
0.680EUR +6.25% 0.710
Bid Size: 30,000		 0.720
Ask Size: 30,000		 BCO BIL.VIZ.ARG.NOM.... 9.50 EUR 9/20/2024 Call
 

Master data

WKN: SU17JW
Issuer: Société Générale
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 9.50 EUR
Maturity: 9/20/2024
Issue date: 11/15/2023
Last trading day: 9/20/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 13.45
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.05
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.05
Time value: 0.66
Break-even: 10.21
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.57
Theta: 0.00
Omega: 7.68
Rho: 0.01
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.07%
1 Month
  -29.17%
3 Months
  -16.05%
YTD  
+142.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.640
1M High / 1M Low: 1.320 0.640
6M High / 6M Low: 1.900 0.180
High (YTD): 4/29/2024 1.900
Low (YTD): 1/29/2024 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.848
Avg. volume 1W:   0.000
Avg. price 1M:   0.987
Avg. volume 1M:   0.000
Avg. price 6M:   0.833
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.37%
Volatility 6M:   199.57%
Volatility 1Y:   -
Volatility 3Y:   -