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Soc. Generale Call 160 JBHT 20.12.../  DE000SN3Y9C5  /

EUWAX
2024-05-28  10:03:45 AM Chg.- Bid8:01:08 AM Ask8:01:08 AM Underlying Strike price Expiration date Option type
1.58EUR - 1.44
Bid Size: 2,100		 1.67
Ask Size: 2,100		 J B Hunt Transport S... 160.00 - 2024-12-20 Call
 

Master data

WKN: SN3Y9C
Issuer: Société Générale
Currency: EUR
Underlying: J B Hunt Transport Services Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2022-06-24
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.36
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.23
Parity: -1.49
Time value: 1.55
Break-even: 175.50
Moneyness: 0.91
Premium: 0.21
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 1.97%
Delta: 0.48
Theta: -0.05
Omega: 4.51
Rho: 0.31
 

Quote data

Open: 1.51
High: 1.58
Low: 1.51
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.95%
1 Month
  -13.19%
3 Months
  -68.77%
YTD
  -68.08%
1 Year
  -57.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.58 1.45
1M High / 1M Low: 2.25 1.45
6M High / 6M Low: 6.19 1.45
High (YTD): 2024-02-16 6.19
Low (YTD): 2024-05-27 1.45
52W High: 2023-08-03 6.23
52W Low: 2024-05-27 1.45
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.89
Avg. volume 1M:   0.00
Avg. price 6M:   4.06
Avg. volume 6M:   0.00
Avg. price 1Y:   4.22
Avg. volume 1Y:   0.00
Volatility 1M:   107.60%
Volatility 6M:   103.03%
Volatility 1Y:   88.22%
Volatility 3Y:   -