OverviewChartNewsTraderScreen

Soc. Generale Call 22.5 ARRD 21.0.../  DE000SU0VPD1  /

EUWAX
2024-05-27  8:43:10 AM Chg.+0.050 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.300EUR +20.00% 0.340
Bid Size: 8,900		 0.370
Ask Size: 8,900		 ARCELORMITTAL S.A. N... 22.50 EUR 2024-06-21 Call
 

Master data

WKN: SU0VPD
Issuer: Société Générale
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 22.50 EUR
Maturity: 2024-06-21
Issue date: 2023-10-18
Last trading day: 2024-06-21
Ratio: 5:1
Exercise type: European
Quanto: -
Gearing: 14.71
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.21
Implied volatility: 0.40
Historic volatility: 0.25
Parity: 0.21
Time value: 0.11
Break-even: 24.10
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.69
Theta: -0.02
Omega: 10.22
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.83%
1 Month
  -26.83%
3 Months
  -38.78%
YTD
  -67.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.250
1M High / 1M Low: 0.430 0.250
6M High / 6M Low: 1.000 0.250
High (YTD): 2024-02-12 0.970
Low (YTD): 2024-05-24 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.353
Avg. volume 1M:   0.000
Avg. price 6M:   0.604
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.73%
Volatility 6M:   148.68%
Volatility 1Y:   -
Volatility 3Y:   -