Soc. Generale Call 58 DAR 20.12.2.../  DE000SU6VSC4  /

Frankfurt Zert./SG
2024-05-20  9:49:02 PM Chg.-0.020 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
0.280EUR -6.67% 0.270
Bid Size: 20,000
0.280
Ask Size: 20,000
Darling Ingredients ... 58.00 USD 2024-12-20 Call
 

Master data

WKN: SU6VSC
Issuer: Société Générale
Currency: EUR
Underlying: Darling Ingredients Inc
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-10
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.89
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.32
Parity: -1.34
Time value: 0.31
Break-even: 56.45
Moneyness: 0.75
Premium: 0.41
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.34
Theta: -0.02
Omega: 4.37
Rho: 0.06
 

Quote data

Open: 0.280
High: 0.290
Low: 0.280
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -15.15%
3 Months
  -33.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.300
1M High / 1M Low: 0.400 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.333
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -