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Soc. Generale Call 22 BHP 20.09.2.../  DE000SU13YL5  /

Frankfurt Zert./SG
2024-05-29  12:06:50 PM Chg.+0.040 Bid12:16:16 PM Ask12:16:16 PM Underlying Strike price Expiration date Option type
0.310EUR +14.81% 0.320
Bid Size: 50,000		 0.330
Ask Size: 50,000		 Bhp Group Limited OR... 22.00 GBP 2024-09-20 Call
 

Master data

WKN: SU13YL
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Call
Strike price: 22.00 GBP
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.81
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.16
Implied volatility: 0.28
Historic volatility: 0.24
Parity: 0.16
Time value: 0.12
Break-even: 28.66
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.71
Theta: -0.01
Omega: 6.92
Rho: 0.05
 

Quote data

Open: 0.310
High: 0.310
Low: 0.300
Previous Close: 0.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.81%
1 Month  
+34.78%
3 Months  
+24.00%
YTD
  -53.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.250
1M High / 1M Low: 0.360 0.210
6M High / 6M Low: 0.670 0.210
High (YTD): 2024-01-02 0.670
Low (YTD): 2024-05-02 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.38%
Volatility 6M:   115.46%
Volatility 1Y:   -
Volatility 3Y:   -