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Soc. Generale Call 4.75 CABK 21.0.../  DE000SU15MC4  /

EUWAX
2024-06-05  8:06:43 AM Chg.-0.200 Bid12:40:48 PM Ask12:40:48 PM Underlying Strike price Expiration date Option type
0.380EUR -34.48% 0.370
Bid Size: 45,000		 0.380
Ask Size: 45,000		 CAIXABANK CAIXABANK,... 4.75 EUR 2024-06-21 Call
 

Master data

WKN: SU15MC
Issuer: Société Générale
Currency: EUR
Underlying: CAIXABANK CAIXABANK, S.A.
Type: Warrant
Option type: Call
Strike price: 4.75 EUR
Maturity: 2024-06-21
Issue date: 2023-11-14
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 12.57
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.28
Implied volatility: 0.56
Historic volatility: 0.22
Parity: 0.28
Time value: 0.12
Break-even: 5.15
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.71
Theta: -0.01
Omega: 8.93
Rho: 0.00
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.15%
1 Month
  -7.32%
3 Months  
+280.00%
YTD  
+413.51%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.450
1M High / 1M Low: 0.630 0.240
6M High / 6M Low: 0.630 0.057
High (YTD): 2024-06-03 0.630
Low (YTD): 2024-02-13 0.057
52W High: - -
52W Low: - -
Avg. price 1W:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.189
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   236.29%
Volatility 6M:   222.59%
Volatility 1Y:   -
Volatility 3Y:   -