Soc. Generale Call 60 DAR 20.12.2.../  DE000SU6EY21  /

EUWAX
5/15/2024  9:05:20 AM Chg.-0.060 Bid7:47:02 AM Ask7:47:02 AM Underlying Strike price Expiration date Option type
0.280EUR -17.65% 0.260
Bid Size: 20,000
0.270
Ask Size: 20,000
Darling Ingredients ... 60.00 USD 12/20/2024 Call
 

Master data

WKN: SU6EY2
Issuer: Société Générale
Currency: EUR
Underlying: Darling Ingredients Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 12/20/2024
Issue date: 12/29/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.36
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.32
Parity: -1.41
Time value: 0.31
Break-even: 58.58
Moneyness: 0.75
Premium: 0.41
Premium p.a.: 0.78
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.33
Theta: -0.02
Omega: 4.45
Rho: 0.06
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month
  -9.68%
3 Months
  -28.21%
YTD
  -63.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.270
1M High / 1M Low: 0.340 0.230
6M High / 6M Low: - -
High (YTD): 1/2/2024 0.780
Low (YTD): 5/2/2024 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -