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Soc. Generale Call 36 DAR 20.12.2.../  DE000SU2YGE8  /

Frankfurt Zert./SG
2024-06-07  9:37:02 PM Chg.-0.050 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.630EUR -7.35% 0.630
Bid Size: 10,000		 0.640
Ask Size: 10,000		 Darling Ingredients ... 36.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YGE
Issuer: Société Générale
Currency: EUR
Underlying: Darling Ingredients Inc
Type: Warrant
Option type: Call
Strike price: 36.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.05
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.18
Implied volatility: 0.58
Historic volatility: 0.33
Parity: 0.18
Time value: 0.51
Break-even: 39.95
Moneyness: 1.05
Premium: 0.15
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.65
Theta: -0.02
Omega: 3.27
Rho: 0.08
 

Quote data

Open: 0.640
High: 0.660
Low: 0.630
Previous Close: 0.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.59%
1 Month
  -47.06%
3 Months
  -48.36%
YTD
  -65.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.630
1M High / 1M Low: 1.340 0.630
6M High / 6M Low: 1.890 0.630
High (YTD): 2024-01-02 1.880
Low (YTD): 2024-06-07 0.630
52W High: - -
52W Low: - -
Avg. price 1W:   0.702
Avg. volume 1W:   0.000
Avg. price 1M:   0.970
Avg. volume 1M:   0.000
Avg. price 6M:   1.277
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.44%
Volatility 6M:   88.94%
Volatility 1Y:   -
Volatility 3Y:   -