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

Frankfurt Zert./SG
7/31/2024  8:47:52 AM Chg.-0.010 Bid9:01:44 AM Ask9:01:44 AM Underlying Strike price Expiration date Option type
0.330EUR -2.94% 0.330
Bid Size: 9,100		 0.390
Ask Size: 9,100		 Estee Lauder Compani... 130.00 USD 12/20/2024 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: 12/20/2024
Issue date: 11/27/2023
Last trading day: 12/19/2024
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: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.71%
1 Month
  -35.29%
3 Months
  -88.42%
YTD
  -89.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.340
1M High / 1M Low: 0.510 0.310
6M High / 6M Low: 3.800 0.310
High (YTD): 3/13/2024 3.800
Low (YTD): 7/18/2024 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   1.934
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.08%
Volatility 6M:   141.97%
Volatility 1Y:   -
Volatility 3Y:   -