Soc. Generale Call 60 ERIC/B 20.1.../  DE000SU79563  /

EUWAX
2024-05-17  8:14:36 AM Chg.0.000 Bid10:00:47 PM Ask10:00:47 PM Underlying Strike price Expiration date Option type
0.610EUR 0.00% -
Bid Size: -
-
Ask Size: -
Ericsson, Telefonab.... 60.00 SEK 2024-12-20 Call
 

Master data

WKN: SU7956
Issuer: Société Générale
Currency: EUR
Underlying: Ericsson, Telefonab. L M ser. B
Type: Warrant
Option type: Call
Strike price: 60.00 SEK
Maturity: 2024-12-20
Issue date: 2024-02-13
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 8.41
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.06
Implied volatility: 0.33
Historic volatility: 0.28
Parity: 0.06
Time value: 0.56
Break-even: 5.77
Moneyness: 1.01
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.60
Theta: 0.00
Omega: 5.08
Rho: 0.02
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.00%
1 Month  
+74.29%
3 Months  
+19.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.470
1M High / 1M Low: 0.650 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -