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Soc. Generale Call 55 BSN 21.06.2.../  DE000SU1W4C5  /

Frankfurt Zert./SG
2024-05-17  9:51:42 AM Chg.+0.020 Bid10:05:10 AM Ask10:05:10 AM Underlying Strike price Expiration date Option type
0.520EUR +4.00% 0.520
Bid Size: 35,000		 0.530
Ask Size: 35,000		 DANONE S.A. EO -,25 55.00 EUR 2024-06-21 Call
 

Master data

WKN: SU1W4C
Issuer: Société Générale
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 2024-06-21
Issue date: 2023-11-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.51
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.49
Implied volatility: 0.21
Historic volatility: 0.13
Parity: 0.49
Time value: 0.03
Break-even: 60.20
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.92
Theta: -0.01
Omega: 10.61
Rho: 0.05
 

Quote data

Open: 0.490
High: 0.520
Low: 0.490
Previous Close: 0.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.12%
1 Month  
+33.33%
3 Months
  -25.71%
YTD
  -1.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.480
1M High / 1M Low: 0.520 0.330
6M High / 6M Low: 0.800 0.290
High (YTD): 2024-01-29 0.800
Low (YTD): 2024-04-16 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.496
Avg. volume 1W:   0.000
Avg. price 1M:   0.432
Avg. volume 1M:   0.000
Avg. price 6M:   0.552
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.51%
Volatility 6M:   127.03%
Volatility 1Y:   -
Volatility 3Y:   -