Soc. Generale Call 900 AEX 20.09..../  DE000SU9L482  /

EUWAX
2024-05-31  12:38:01 PM Chg.+0.04 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.51EUR +2.72% -
Bid Size: -
-
Ask Size: -
- 900.00 EUR 2024-09-20 Call
 

Master data

WKN: SU9L48
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 900.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-20
Last trading day: 2024-09-20
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: 27.22
Leverage: Yes

Calculated values

Fair value: 1.42
Intrinsic value: 0.18
Implied volatility: 0.13
Historic volatility: 0.11
Parity: 0.18
Time value: 1.48
Break-even: 933.20
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.61%
Delta: 0.60
Theta: -0.17
Omega: 16.29
Rho: 1.54
 

Quote data

Open: 1.58
High: 1.58
Low: 1.51
Previous Close: 1.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.63%
1 Month  
+58.95%
3 Months  
+122.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.47
1M High / 1M Low: 1.86 0.95
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.66
Avg. volume 1W:   0.00
Avg. price 1M:   1.59
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -