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Soc. Generale Call 40 DAR 20.12.2.../  DE000SU2YGG3  /

EUWAX
2024-06-05  8:27:30 AM Chg.-0.090 Bid5:37:32 PM Ask5:37:32 PM Underlying Strike price Expiration date Option type
0.490EUR -15.52% 0.520
Bid Size: 40,000		 0.530
Ask Size: 40,000		 Darling Ingredients ... 40.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YGG
Issuer: Société Générale
Currency: EUR
Underlying: Darling Ingredients Inc
Type: Warrant
Option type: Call
Strike price: 40.00 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: 6.49
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.33
Parity: -0.17
Time value: 0.54
Break-even: 42.16
Moneyness: 0.95
Premium: 0.20
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.56
Theta: -0.02
Omega: 3.62
Rho: 0.08
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -38.75%
3 Months
  -46.74%
YTD
  -69.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.570
1M High / 1M Low: 1.060 0.570
6M High / 6M Low: 1.650 0.570
High (YTD): 2024-01-02 1.650
Low (YTD): 2024-05-31 0.570
52W High: - -
52W Low: - -
Avg. price 1W:   0.614
Avg. volume 1W:   0.000
Avg. price 1M:   0.790
Avg. volume 1M:   0.000
Avg. price 6M:   1.056
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.16%
Volatility 6M:   103.74%
Volatility 1Y:   -
Volatility 3Y:   -