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Soc. Generale Call 110 SREN 20.12.../  DE000SU1VK88  /

EUWAX
11/12/2024  8:30:21 AM Chg.-0.11 Bid8:40:37 AM Ask8:40:37 AM Underlying Strike price Expiration date Option type
1.19EUR -8.46% 1.18
Bid Size: 3,000		 1.40
Ask Size: 3,000		 SWISS RE N 110.00 CHF 12/20/2024 Call
 

Master data

WKN: SU1VK8
Issuer: Société Générale
Currency: EUR
Underlying: SWISS RE N
Type: Warrant
Option type: Call
Strike price: 110.00 CHF
Maturity: 12/20/2024
Issue date: 11/7/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.24
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.88
Implied volatility: 0.26
Historic volatility: 0.24
Parity: 0.88
Time value: 0.15
Break-even: 127.51
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.98%
Delta: 0.82
Theta: -0.04
Omega: 10.08
Rho: 0.10
 

Quote data

Open: 1.19
High: 1.19
Low: 1.19
Previous Close: 1.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+221.62%
1 Month  
+36.78%
3 Months  
+283.87%
YTD  
+643.75%
1 Year  
+283.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.30 0.37
1M High / 1M Low: 1.30 0.37
6M High / 6M Low: 1.30 0.23
High (YTD): 11/11/2024 1.30
Low (YTD): 1/3/2024 0.17
52W High: 11/11/2024 1.30
52W Low: 12/29/2023 0.16
Avg. price 1W:   0.87
Avg. volume 1W:   0.00
Avg. price 1M:   0.69
Avg. volume 1M:   0.00
Avg. price 6M:   0.70
Avg. volume 6M:   0.00
Avg. price 1Y:   0.53
Avg. volume 1Y:   0.00
Volatility 1M:   565.74%
Volatility 6M:   332.34%
Volatility 1Y:   268.63%
Volatility 3Y:   -