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

EUWAX
2024-06-10  8:06:44 AM Chg.-0.010 Bid9:29:14 AM Ask9:29:14 AM Underlying Strike price Expiration date Option type
0.500EUR -1.96% 0.530
Bid Size: 40,000		 0.540
Ask Size: 40,000		 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: 9.23
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.51
Implied volatility: 0.59
Historic volatility: 0.23
Parity: 0.51
Time value: 0.06
Break-even: 5.32
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.84
Theta: -0.01
Omega: 7.72
Rho: 0.00
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.63%
1 Month  
+47.06%
3 Months  
+354.55%
YTD  
+575.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.360
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:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.412
Avg. volume 1M:   0.000
Avg. price 6M:   0.197
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   290.27%
Volatility 6M:   233.16%
Volatility 1Y:   -
Volatility 3Y:   -