Soc. Generale Call 1000 RAA 20.12.../  DE000SU78AB9  /

EUWAX
15/10/2024  18:16:05 Chg.-0.020 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.180EUR -10.00% -
Bid Size: -
-
Ask Size: -
RATIONAL AG 1,000.00 EUR 20/12/2024 Call
 

Master data

WKN: SU78AB
Issuer: Société Générale
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 1,000.00 EUR
Maturity: 20/12/2024
Issue date: 12/02/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 41.61
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.85
Time value: 0.22
Break-even: 1,022.00
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.30
Theta: -0.35
Omega: 12.37
Rho: 0.45
 

Quote data

Open: 0.240
High: 0.240
Low: 0.180
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+5.88%
3 Months  
+63.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.250 0.140
6M High / 6M Low: 0.300 0.045
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   282.12%
Volatility 6M:   418.46%
Volatility 1Y:   -
Volatility 3Y:   -