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Soc. Generale Call 4.75 CABK 21.0.../  DE000SU15MC4  /

EUWAX
2024-06-04  8:06:31 AM Chg.-0.050 Bid9:11:23 PM Ask9:11:23 PM Underlying Strike price Expiration date Option type
0.580EUR -7.94% 0.370
Bid Size: 8,200		 0.410
Ask Size: 8,200		 CAIXABANK CAIXABANK,... 4.75 EUR 2024-06-21 Call
 

Master data

WKN: SU15MC
Issuer: Société Générale
Currency: EUR
Underlying: CAIXABANK CAIXABANK, S.A.
Type: Warrant
Option type: Call
Strike price: 4.75 EUR
Maturity: 2024-06-21
Issue date: 2023-11-14
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 8.40
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.54
Implied volatility: 0.62
Historic volatility: 0.22
Parity: 0.54
Time value: 0.09
Break-even: 5.38
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.81
Theta: -0.01
Omega: 6.83
Rho: 0.00
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.89%
1 Month  
+41.46%
3 Months  
+510.53%
YTD  
+683.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.450
1M High / 1M Low: 0.630 0.240
6M High / 6M Low: 0.630 0.057
High (YTD): 2024-06-03 0.630
Low (YTD): 2024-02-13 0.057
52W High: - -
52W Low: - -
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.386
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   237.55%
Volatility 6M:   222.16%
Volatility 1Y:   -
Volatility 3Y:   -