Soc. Generale Call 42 DAR 20.12.2.../  DE000SU2YGH1  /

EUWAX
2024-05-31  12:58:42 PM Chg.-0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.490EUR -3.92% -
Bid Size: -
-
Ask Size: -
Darling Ingredients ... 42.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YGH
Issuer: Société Générale
Currency: EUR
Underlying: Darling Ingredients Inc
Type: Warrant
Option type: Call
Strike price: 42.00 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: 6.31
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.33
Parity: -0.15
Time value: 0.59
Break-even: 44.62
Moneyness: 0.96
Premium: 0.20
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.57
Theta: -0.02
Omega: 3.57
Rho: 0.08
 

Quote data

Open: 0.500
High: 0.500
Low: 0.490
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.91%
1 Month
  -40.24%
3 Months
  -40.24%
YTD
  -67.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.490
1M High / 1M Low: 0.950 0.490
6M High / 6M Low: 1.540 0.490
High (YTD): 2024-01-02 1.540
Low (YTD): 2024-05-31 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   0.548
Avg. volume 1W:   0.000
Avg. price 1M:   0.715
Avg. volume 1M:   0.000
Avg. price 6M:   0.970
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.78%
Volatility 6M:   106.75%
Volatility 1Y:   -
Volatility 3Y:   -