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Soc. Generale Call 38 DAR 20.12.2.../  DE000SU2YGF5  /

Frankfurt Zert./SG
2024-05-31  9:39:57 PM Chg.+0.050 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
0.760EUR +7.04% 0.760
Bid Size: 10,000		 0.770
Ask Size: 10,000		 Darling Ingredients ... 38.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YGF
Issuer: Société Générale
Currency: EUR
Underlying: Darling Ingredients Inc
Type: Warrant
Option type: Call
Strike price: 38.00 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: 4.84
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.22
Implied volatility: 0.58
Historic volatility: 0.33
Parity: 0.22
Time value: 0.55
Break-even: 42.73
Moneyness: 1.06
Premium: 0.15
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.66
Theta: -0.02
Omega: 3.18
Rho: 0.09
 

Quote data

Open: 0.660
High: 0.780
Low: 0.650
Previous Close: 0.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month
  -20.83%
3 Months
  -32.74%
YTD
  -56.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.710
1M High / 1M Low: 1.220 0.710
6M High / 6M Low: 1.770 0.710
High (YTD): 2024-01-02 1.760
Low (YTD): 2024-05-30 0.710
52W High: - -
52W Low: - -
Avg. price 1W:   0.762
Avg. volume 1W:   0.000
Avg. price 1M:   0.947
Avg. volume 1M:   0.000
Avg. price 6M:   1.199
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.70%
Volatility 6M:   91.75%
Volatility 1Y:   -
Volatility 3Y:   -