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Soc. Generale Call 11000 FIE/S 20.../  DE000SU2USR3  /

EUWAX
2024-06-06  8:08:38 AM Chg.+0.020 Bid9:51:52 PM Ask9:51:52 PM Underlying Strike price Expiration date Option type
0.590EUR +3.51% 0.640
Bid Size: 150,000		 0.650
Ask Size: 150,000		 IBEX PLUS FIE 11,000.00 EUR 2024-09-20 Call
 

Master data

WKN: SU2USR
Issuer: Société Générale
Currency: EUR
Underlying: IBEX PLUS FIE
Type: Warrant
Option type: Call
Strike price: 11,000.00 EUR
Maturity: 2024-09-20
Issue date: 2023-11-28
Last trading day: 2024-09-20
Ratio: 1000:1
Exercise type: European
Quanto: -
Gearing: 18.31
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.35
Implied volatility: 0.14
Historic volatility: 0.12
Parity: 0.35
Time value: 0.27
Break-even: 11,620.00
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.73
Theta: -2.11
Omega: 13.28
Rho: 22.11
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.21%
1 Month  
+63.89%
3 Months  
+318.44%
YTD  
+288.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.430
1M High / 1M Low: 0.630 0.360
6M High / 6M Low: 0.630 0.098
High (YTD): 2024-05-16 0.630
Low (YTD): 2024-02-19 0.098
52W High: - -
52W Low: - -
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.527
Avg. volume 1M:   0.000
Avg. price 6M:   0.273
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.22%
Volatility 6M:   177.48%
Volatility 1Y:   -
Volatility 3Y:   -