OverviewChartNewsTraderScreen

Soc. Generale Call 110 EL 20.09.2.../  DE000SU18YT7  /

EUWAX
2024-07-30  8:25:45 AM Chg.-0.010 Bid7:50:03 PM Ask7:50:03 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.350
Bid Size: 80,000		 0.360
Ask Size: 80,000		 Estee Lauder Compani... 110.00 USD 2024-09-20 Call
 

Master data

WKN: SU18YT
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.17
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.39
Parity: -0.86
Time value: 0.42
Break-even: 105.87
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 1.46
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.37
Theta: -0.07
Omega: 8.25
Rho: 0.04
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.13%
1 Month
  -57.95%
3 Months
  -89.84%
YTD
  -91.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.360
1M High / 1M Low: 0.690 0.320
6M High / 6M Low: 4.720 0.320
High (YTD): 2024-03-14 4.720
Low (YTD): 2024-07-19 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.492
Avg. volume 1M:   0.000
Avg. price 6M:   2.545
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.64%
Volatility 6M:   135.34%
Volatility 1Y:   -
Volatility 3Y:   -