Soc. Generale Call 50 DAR 20.12.2.../  DE000SU2YGM1  /

Frankfurt Zert./SG
2024-05-17  9:43:09 PM Chg.-0.030 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.490EUR -5.77% 0.480
Bid Size: 10,000
0.490
Ask Size: 10,000
Darling Ingredients ... 50.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YGM
Issuer: Société Générale
Currency: EUR
Underlying: Darling Ingredients Inc
Type: Warrant
Option type: Call
Strike price: 50.00 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: 7.82
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.32
Parity: -0.54
Time value: 0.52
Break-even: 51.21
Moneyness: 0.88
Premium: 0.26
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.49
Theta: -0.02
Omega: 3.82
Rho: 0.09
 

Quote data

Open: 0.480
High: 0.500
Low: 0.480
Previous Close: 0.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.97%
1 Month
  -5.77%
3 Months
  -22.22%
YTD
  -55.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.490
1M High / 1M Low: 0.630 0.460
6M High / 6M Low: - -
High (YTD): 2024-01-02 1.130
Low (YTD): 2024-04-18 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.558
Avg. volume 1W:   0.000
Avg. price 1M:   0.530
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -