Soc. Generale Call 4.05 CABK 21.0.../  DE000SU9L2J9  /

EUWAX
2024-05-15  8:10:54 AM Chg.+0.020 Bid10:12:00 AM Ask10:12:00 AM Underlying Strike price Expiration date Option type
0.950EUR +2.15% 0.980
Bid Size: 40,000
0.990
Ask Size: 40,000
CAIXABANK CAIXABANK,... 4.05 EUR 2024-06-21 Call
 

Master data

WKN: SU9L2J
Issuer: Société Générale
Currency: EUR
Underlying: CAIXABANK CAIXABANK, S.A.
Type: Warrant
Option type: Call
Strike price: 4.05 EUR
Maturity: 2024-06-21
Issue date: 2024-02-20
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 4.96
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.91
Implied volatility: 0.65
Historic volatility: 0.22
Parity: 0.91
Time value: 0.09
Break-even: 5.05
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.01%
Delta: 0.86
Theta: 0.00
Omega: 4.28
Rho: 0.00
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.06%
1 Month  
+18.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.930
1M High / 1M Low: 1.160 0.700
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.950
Avg. volume 1W:   0.000
Avg. price 1M:   0.926
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -