Soc. Generale Call 52 DAR 20.12.2.../  DE000SU2YGN9  /

Frankfurt Zert./SG
2024-05-20  9:37:55 PM Chg.-0.030 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.400EUR -6.98% 0.400
Bid Size: 15,000
0.410
Ask Size: 15,000
Darling Ingredients ... 52.00 USD 2024-12-20 Call
 

Master data

WKN: SU2YGN
Issuer: Société Générale
Currency: EUR
Underlying: Darling Ingredients Inc
Type: Warrant
Option type: Call
Strike price: 52.00 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: 9.08
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.32
Parity: -0.79
Time value: 0.44
Break-even: 52.23
Moneyness: 0.84
Premium: 0.31
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.44
Theta: -0.02
Omega: 3.98
Rho: 0.08
 

Quote data

Open: 0.400
High: 0.420
Low: 0.400
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -13.04%
3 Months
  -27.27%
YTD
  -61.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.400
1M High / 1M Low: 0.570 0.400
6M High / 6M Low: - -
High (YTD): 2024-01-02 1.040
Low (YTD): 2024-05-20 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.471
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -