Soc. Generale Call 450 MUV2 18.12.../  DE000SU9NBB3  /

EUWAX
2024-05-27  8:34:41 AM Chg.+0.67 Bid12:07:51 PM Ask12:07:51 PM Underlying Strike price Expiration date Option type
7.77EUR +9.44% 7.80
Bid Size: 15,000
7.89
Ask Size: 15,000
MUENCH.RUECKVERS.VNA... 450.00 EUR 2026-12-18 Call
 

Master data

WKN: SU9NBB
Issuer: Société Générale
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 2026-12-18
Issue date: 2024-02-21
Last trading day: 2026-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.90
Leverage: Yes

Calculated values

Fair value: 7.97
Intrinsic value: 1.21
Implied volatility: 0.17
Historic volatility: 0.17
Parity: 1.21
Time value: 6.62
Break-even: 528.30
Moneyness: 1.03
Premium: 0.14
Premium p.a.: 0.05
Spread abs.: 0.09
Spread %: 1.16%
Delta: 0.72
Theta: -0.05
Omega: 4.27
Rho: 6.57
 

Quote data

Open: 7.77
High: 7.77
Low: 7.77
Previous Close: 7.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month  
+59.55%
3 Months  
+48.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.68 7.10
1M High / 1M Low: 7.68 4.31
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.43
Avg. volume 1W:   0.00
Avg. price 1M:   6.20
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -