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

EUWAX
2024-05-17  8:27:09 AM Chg.+0.030 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
0.690EUR +4.55% -
Bid Size: -
-
Ask Size: -
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: 5.49
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.02
Implied volatility: 0.56
Historic volatility: 0.32
Parity: 0.02
Time value: 0.72
Break-even: 47.89
Moneyness: 1.00
Premium: 0.18
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 1.37%
Delta: 0.61
Theta: -0.02
Omega: 3.35
Rho: 0.10
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.85%
1 Month  
+1.47%
3 Months
  -15.85%
YTD
  -50.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.660
1M High / 1M Low: 0.850 0.580
6M High / 6M Low: - -
High (YTD): 2024-01-02 1.430
Low (YTD): 2024-04-19 0.580
52W High: - -
52W Low: - -
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   0.703
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -