Soc. Generale Call 0.9 VOD 20.09..../  DE000SU130P8  /

Frankfurt Zert./SG
2024-05-21  10:53:14 AM Chg.-0.030 Bid11:07:52 AM Ask11:07:52 AM Underlying Strike price Expiration date Option type
0.140EUR -17.65% 0.150
Bid Size: 60,000
0.350
Ask Size: 60,000
Vodafone Group PLC O... 0.90 GBP 2024-09-20 Call
 

Master data

WKN: SU130P
Issuer: Société Générale
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Call
Strike price: 0.90 GBP
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 1:10
Exercise type: American
Quanto: No
Gearing: 24.41
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.27
Parity: -1.50
Time value: 0.37
Break-even: 1.09
Moneyness: 0.86
Premium: 0.21
Premium p.a.: 0.76
Spread abs.: 0.20
Spread %: 117.65%
Delta: 0.31
Theta: 0.00
Omega: 7.58
Rho: 0.00
 

Quote data

Open: 0.150
High: 0.150
Low: 0.140
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+91.78%
3 Months
  -26.32%
YTD
  -44.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.070
1M High / 1M Low: 0.180 0.039
6M High / 6M Low: 0.390 0.024
High (YTD): 2024-03-11 0.290
Low (YTD): 2024-02-12 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.183
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   488.58%
Volatility 6M:   491.28%
Volatility 1Y:   -
Volatility 3Y:   -