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

EUWAX
2024-05-16  8:26:50 AM Chg.-0.050 Bid5:41:08 PM Ask5:41:08 PM Underlying Strike price Expiration date Option type
0.460EUR -9.80% 0.520
Bid Size: 45,000
0.530
Ask Size: 45,000
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: 8.00
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.32
Parity: -0.59
Time value: 0.50
Break-even: 50.92
Moneyness: 0.87
Premium: 0.27
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.48
Theta: -0.02
Omega: 3.82
Rho: 0.08
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month
  -13.21%
3 Months
  -25.81%
YTD
  -58.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.490
1M High / 1M Low: 0.610 0.410
6M High / 6M Low: - -
High (YTD): 2024-01-02 1.140
Low (YTD): 2024-04-19 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.499
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -