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

EUWAX
5/16/2024  8:26:50 AM Chg.-0.080 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.750EUR -9.64% -
Bid Size: -
-
Ask Size: -
Darling Ingredients ... 42.00 USD 12/20/2024 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: 12/20/2024
Issue date: 11/29/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.00
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.14
Implied volatility: 0.57
Historic volatility: 0.32
Parity: 0.14
Time value: 0.66
Break-even: 46.57
Moneyness: 1.04
Premium: 0.16
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.64
Theta: -0.02
Omega: 3.19
Rho: 0.10
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -8.54%
3 Months
  -16.67%
YTD
  -49.66%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.800
1M High / 1M Low: 0.950 0.660
6M High / 6M Low: - -
High (YTD): 1/2/2024 1.540
Low (YTD): 4/19/2024 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   0.884
Avg. volume 1W:   0.000
Avg. price 1M:   0.797
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -