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Soc. Generale Call 130 EL 20.12.2.../  DE000SU2TH29  /

Frankfurt Zert./SG
2024-07-30  9:49:08 PM Chg.-0.030 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.340EUR -8.11% 0.350
Bid Size: 8,600		 0.360
Ask Size: 8,600		 Estee Lauder Compani... 130.00 USD 2024-12-20 Call
 

Master data

WKN: SU2TH2
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 130.00 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: 25.16
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.39
Parity: -2.71
Time value: 0.37
Break-even: 123.86
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 1.07
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.26
Theta: -0.03
Omega: 6.43
Rho: 0.08
 

Quote data

Open: 0.340
High: 0.350
Low: 0.320
Previous Close: 0.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month
  -33.33%
3 Months
  -88.07%
YTD
  -89.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.350
1M High / 1M Low: 0.510 0.310
6M High / 6M Low: 3.800 0.310
High (YTD): 2024-03-13 3.800
Low (YTD): 2024-07-18 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.409
Avg. volume 1M:   0.000
Avg. price 6M:   1.950
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.14%
Volatility 6M:   141.81%
Volatility 1Y:   -
Volatility 3Y:   -