Soc. Generale Call 92 SRE 19.06.2.../  DE000SU55ZJ7  /

EUWAX
2024-05-31  9:42:44 AM Chg.+0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% -
Bid Size: -
-
Ask Size: -
Sempra 92.00 USD 2026-06-19 Call
 

Master data

WKN: SU55ZJ
Issuer: Société Générale
Currency: EUR
Underlying: Sempra
Type: Warrant
Option type: Call
Strike price: 92.00 USD
Maturity: 2026-06-19
Issue date: 2023-12-21
Last trading day: 2026-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.92
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -1.38
Time value: 0.51
Break-even: 89.90
Moneyness: 0.84
Premium: 0.27
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 4.08%
Delta: 0.41
Theta: -0.01
Omega: 5.75
Rho: 0.50
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month     0.00%
3 Months  
+12.50%
YTD
  -30.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.350
1M High / 1M Low: 0.450 0.340
6M High / 6M Low: - -
High (YTD): 2024-01-08 0.590
Low (YTD): 2024-04-17 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -