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Soc. Generale Call 26 JEN 20.12.2.../  DE000SU10M81  /

Frankfurt Zert./SG
2024-06-03  1:24:26 PM Chg.+0.030 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
0.390EUR +8.33% 0.390
Bid Size: 10,000		 0.400
Ask Size: 10,000		 JENOPTIK AG NA O.N. 26.00 EUR 2024-12-20 Call
 

Master data

WKN: SU10M8
Issuer: Société Générale
Currency: EUR
Underlying: JENOPTIK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.21
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.14
Implied volatility: 0.35
Historic volatility: 0.30
Parity: 0.14
Time value: 0.24
Break-even: 29.80
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.66
Theta: -0.01
Omega: 4.74
Rho: 0.08
 

Quote data

Open: 0.370
High: 0.390
Low: 0.370
Previous Close: 0.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.50%
1 Month  
+56.00%
3 Months
  -36.07%
YTD
  -26.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.330
1M High / 1M Low: 0.440 0.250
6M High / 6M Low: 0.690 0.230
High (YTD): 2024-02-22 0.690
Low (YTD): 2024-04-19 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   0.462
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.49%
Volatility 6M:   131.73%
Volatility 1Y:   -
Volatility 3Y:   -