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Soc. Generale Call 11549.3 DP4B 2.../  DE000SU1VHS4  /

EUWAX
2024-06-07  8:34:40 AM Chg.-0.16 Bid10:40:32 AM Ask10:40:32 AM Underlying Strike price Expiration date Option type
1.96EUR -7.55% 2.08
Bid Size: 15,000		 2.10
Ask Size: 15,000		 A.P.MOELL.-M.NAM B D... 11,549.30 DKK 2024-09-20 Call
 

Master data

WKN: SU1VHS
Issuer: Société Générale
Currency: EUR
Underlying: A.P.MOELL.-M.NAM B DK1000
Type: Warrant
Option type: Call
Strike price: 11,549.30 DKK
Maturity: 2024-09-20
Issue date: 2023-11-07
Last trading day: 2024-09-19
Ratio: 96.15:1
Exercise type: American
Quanto: No
Gearing: 8.29
Leverage: Yes

Calculated values

Fair value: 1.89
Intrinsic value: 0.64
Implied volatility: 0.45
Historic volatility: 0.41
Parity: 0.64
Time value: 1.38
Break-even: 1,742.39
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 1.00%
Delta: 0.63
Theta: -0.79
Omega: 5.20
Rho: 2.35
 

Quote data

Open: 1.96
High: 1.96
Low: 1.96
Previous Close: 2.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.24%
1 Month  
+196.97%
3 Months  
+237.93%
YTD
  -6.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.77 2.12
1M High / 1M Low: 2.77 0.66
6M High / 6M Low: 4.35 0.47
High (YTD): 2024-01-05 4.35
Low (YTD): 2024-03-20 0.47
52W High: - -
52W Low: - -
Avg. price 1W:   2.35
Avg. volume 1W:   0.00
Avg. price 1M:   1.76
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   1.92
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.70%
Volatility 6M:   212.73%
Volatility 1Y:   -
Volatility 3Y:   -