OverviewChartNewsTraderScreen

Soc. Generale Call 44 DAR 20.12.2.../  DE000SU2YGJ7  /

Frankfurt Zert./SG
2024-06-05  9:38:29 PM Chg.-0.010 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.390EUR -2.50% 0.390
Bid Size: 15,000		 0.400
Ask Size: 15,000		 Darling Ingredients ... 44.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YGJ
Issuer: Société Générale
Currency: EUR
Underlying: Darling Ingredients Inc
Type: Warrant
Option type: Call
Strike price: 44.00 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: 8.55
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.33
Parity: -0.54
Time value: 0.41
Break-even: 44.53
Moneyness: 0.87
Premium: 0.27
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.46
Theta: -0.02
Omega: 3.97
Rho: 0.07
 

Quote data

Open: 0.370
High: 0.400
Low: 0.370
Previous Close: 0.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.41%
1 Month
  -42.65%
3 Months
  -51.85%
YTD
  -72.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.400
1M High / 1M Low: 0.890 0.400
6M High / 6M Low: 1.440 0.400
High (YTD): 2024-01-02 1.420
Low (YTD): 2024-06-04 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.642
Avg. volume 1M:   0.000
Avg. price 6M:   0.892
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.08%
Volatility 6M:   109.64%
Volatility 1Y:   -
Volatility 3Y:   -