Soc. Generale Call 32 WIB 20.09.2.../  DE000SU70EA0  /

Frankfurt Zert./SG
2024-05-23  8:52:57 AM Chg.-0.010 Bid9:11:28 AM Ask9:11:28 AM Underlying Strike price Expiration date Option type
0.490EUR -2.00% 0.480
Bid Size: 15,000
0.490
Ask Size: 15,000
WIENERBERGER 32.00 EUR 2024-09-20 Call
 

Master data

WKN: SU70EA
Issuer: Société Générale
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.95
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.34
Implied volatility: 0.36
Historic volatility: 0.22
Parity: 0.34
Time value: 0.17
Break-even: 37.10
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.74
Theta: -0.01
Omega: 5.16
Rho: 0.07
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.77%
1 Month  
+88.46%
3 Months  
+75.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.500
1M High / 1M Low: 0.530 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.438
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -