Soc. Generale Call 5.25 CABK 20.1.../  DE000SU98VE7  /

EUWAX
2024-05-15  10:08:47 AM Chg.0.000 Bid2024-05-15 Ask2024-05-15 Underlying Strike price Expiration date Option type
0.440EUR 0.00% 0.440
Bid Size: 70,000
0.450
Ask Size: 70,000
CAIXABANK CAIXABANK,... 5.25 EUR 2024-12-20 Call
 

Master data

WKN: SU98VE
Issuer: Société Générale
Currency: EUR
Underlying: CAIXABANK CAIXABANK, S.A.
Type: Warrant
Option type: Call
Strike price: 5.25 EUR
Maturity: 2024-12-20
Issue date: 2024-03-05
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 11.01
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.22
Parity: -0.29
Time value: 0.45
Break-even: 5.70
Moneyness: 0.94
Premium: 0.15
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.50
Theta: 0.00
Omega: 5.52
Rho: 0.01
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month  
+18.92%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.410
1M High / 1M Low: 0.570 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.430
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -