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Soc. Generale Call 110 EL 20.12.2.../  DE000SU2TH11  /

EUWAX
2024-07-31  9:46:02 AM Chg.-0.020 Bid12:07:18 PM Ask12:07:18 PM Underlying Strike price Expiration date Option type
0.750EUR -2.60% 0.740
Bid Size: 6,000		 0.820
Ask Size: 6,000		 Estee Lauder Compani... 110.00 USD 2024-12-20 Call
 

Master data

WKN: SU2TH1
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.94
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.39
Parity: -0.98
Time value: 0.77
Break-even: 109.40
Moneyness: 0.90
Premium: 0.19
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.44
Theta: -0.04
Omega: 5.30
Rho: 0.13
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.32%
1 Month
  -39.52%
3 Months
  -81.39%
YTD
  -83.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.730
1M High / 1M Low: 1.070 0.650
6M High / 6M Low: 5.050 0.650
High (YTD): 2024-03-14 5.050
Low (YTD): 2024-07-19 0.650
52W High: - -
52W Low: - -
Avg. price 1W:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   0.858
Avg. volume 1M:   0.000
Avg. price 6M:   2.885
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.95%
Volatility 6M:   114.73%
Volatility 1Y:   -
Volatility 3Y:   -