OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
05/07/2024  21:49:18 Chg.+0.040 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
0.500EUR +8.70% 0.500
Bid Size: 8,000		 0.510
Ask Size: 8,000		 Estee Lauder Compani... 130.00 USD 20/12/2024 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: 20/12/2024
Issue date: 27/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.24
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.39
Parity: -2.18
Time value: 0.51
Break-even: 125.03
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.70
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.32
Theta: -0.03
Omega: 6.09
Rho: 0.12
 

Quote data

Open: 0.470
High: 0.500
Low: 0.460
Previous Close: 0.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.96%
1 Month
  -52.38%
3 Months
  -82.21%
YTD
  -84.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.460
1M High / 1M Low: 1.050 0.460
6M High / 6M Low: 3.800 0.460
High (YTD): 13/03/2024 3.800
Low (YTD): 04/07/2024 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.486
Avg. volume 1W:   0.000
Avg. price 1M:   0.689
Avg. volume 1M:   0.000
Avg. price 6M:   2.191
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.80%
Volatility 6M:   138.37%
Volatility 1Y:   -
Volatility 3Y:   -