Soc. Generale Call 44.5 RNL 21.06.../  DE000SU9CE08  /

EUWAX
2024-05-31  10:12:51 AM Chg.+0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.900EUR +2.27% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 44.50 EUR 2024-06-21 Call
 

Master data

WKN: SU9CE0
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 44.50 EUR
Maturity: 2024-06-21
Issue date: 2024-02-14
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 5.58
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.91
Implied volatility: 0.67
Historic volatility: 0.29
Parity: 0.91
Time value: 0.05
Break-even: 54.10
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.05%
Delta: 0.90
Theta: -0.04
Omega: 5.02
Rho: 0.02
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+91.49%
1 Month  
+91.49%
3 Months  
+1132.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.590
1M High / 1M Low: 0.900 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.472
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -