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

EUWAX
2024-05-15  8:06:42 AM Chg.+0.030 Bid2:10:07 PM Ask2:10:07 PM Underlying Strike price Expiration date Option type
0.350EUR +9.38% 0.350
Bid Size: 50,000		 0.360
Ask Size: 50,000		 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: 13.04
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.21
Implied volatility: 0.41
Historic volatility: 0.22
Parity: 0.21
Time value: 0.17
Break-even: 5.13
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.66
Theta: 0.00
Omega: 8.64
Rho: 0.00
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month  
+29.63%
3 Months  
+446.88%
YTD  
+372.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.320
1M High / 1M Low: 0.560 0.210
6M High / 6M Low: 0.560 0.057
High (YTD): 2024-04-29 0.560
Low (YTD): 2024-02-13 0.057
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   0.156
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   272.85%
Volatility 6M:   210.11%
Volatility 1Y:   -
Volatility 3Y:   -