Soc. Generale Call 10 STERV 20.12.../  DE000SJ13ZL5  /

EUWAX
11/12/2024  9:35:06 AM Chg.-0.100 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.190EUR -34.48% -
Bid Size: -
-
Ask Size: -
Stora Enso Oyj R 10.00 EUR 12/20/2024 Call
 

Master data

WKN: SJ13ZL
Issuer: Société Générale
Currency: EUR
Underlying: Stora Enso Oyj R
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 12/20/2024
Issue date: 11/1/2024
Last trading day: 12/20/2024
Ratio: 2:1
Exercise type: European
Quanto: -
Gearing: 20.18
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.05
Implied volatility: 0.34
Historic volatility: 0.26
Parity: 0.05
Time value: 0.21
Break-even: 10.50
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.57
Theta: -0.01
Omega: 11.42
Rho: 0.01
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.22%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.290
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -