Soc. Generale Call 13 GRF 20.12.2.../  DE000SU6W3R0  /

EUWAX
11/19/2024  9:14:44 AM Chg.-0.010 Bid1:14:58 PM Ask1:14:58 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.091
Bid Size: 30,000
-
Ask Size: -
GRIFOLS 13.00 EUR 12/20/2024 Call
 

Master data

WKN: SU6W3R
Issuer: Société Générale
Currency: EUR
Underlying: GRIFOLS
Type: Warrant
Option type: Call
Strike price: 13.00 EUR
Maturity: 12/20/2024
Issue date: 1/11/2024
Last trading day: 12/20/2024
Ratio: 2:1
Exercise type: European
Quanto: -
Gearing: 38.91
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.71
Parity: -1.05
Time value: 0.14
Break-even: 13.28
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 9.29
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.23
Theta: -0.01
Omega: 9.06
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month  
+8.33%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.190 0.120
6M High / 6M Low: 0.620 0.094
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.257
Avg. volume 6M:   15.385
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.62%
Volatility 6M:   229.80%
Volatility 1Y:   -
Volatility 3Y:   -