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

EUWAX
2024-05-17  10:13:13 AM Chg.+0.020 Bid5:30:08 PM Ask5:30:08 PM Underlying Strike price Expiration date Option type
0.190EUR +11.76% 0.180
Bid Size: 10,000
0.380
Ask Size: 10,000
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: 24.15
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.27
Parity: -1.56
Time value: 0.37
Break-even: 1.09
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.76
Spread abs.: 0.20
Spread %: 117.65%
Delta: 0.31
Theta: 0.00
Omega: 7.43
Rho: 0.00
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+227.59%
1 Month  
+163.89%
3 Months  
+11.76%
YTD
  -20.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.046
1M High / 1M Low: 0.170 0.040
6M High / 6M Low: 0.400 0.040
High (YTD): 2024-03-12 0.300
Low (YTD): 2024-05-08 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   417.74%
Volatility 6M:   271.09%
Volatility 1Y:   -
Volatility 3Y:   -