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Soc. Generale Call 145 RSG 19.12..../  DE000SU50TH5  /

Frankfurt Zert./SG
27/09/2024  15:57:16 Chg.-0.010 Bid16:16:10 Ask16:16:10 Underlying Strike price Expiration date Option type
5.730EUR -0.17% 5.730
Bid Size: 15,000		 5.810
Ask Size: 15,000		 Republic Services In... 145.00 USD 19/12/2025 Call
 

Master data

WKN: SU50TH
Issuer: Société Générale
Currency: EUR
Underlying: Republic Services Inc
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 19/12/2025
Issue date: 19/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.09
Leverage: Yes

Calculated values

Fair value: 5.52
Intrinsic value: 4.99
Implied volatility: 0.29
Historic volatility: 0.12
Parity: 4.99
Time value: 0.83
Break-even: 187.93
Moneyness: 1.38
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.08
Spread %: 1.39%
Delta: 0.90
Theta: -0.02
Omega: 2.79
Rho: 1.28
 

Quote data

Open: 5.560
High: 5.730
Low: 5.550
Previous Close: 5.740
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.35%
1 Month
  -10.19%
3 Months
  -0.35%
YTD  
+67.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.040 5.710
1M High / 1M Low: 6.520 5.710
6M High / 6M Low: 6.540 4.730
High (YTD): 22/07/2024 6.540
Low (YTD): 11/01/2024 3.460
52W High: - -
52W Low: - -
Avg. price 1W:   5.866
Avg. volume 1W:   0.000
Avg. price 1M:   6.145
Avg. volume 1M:   0.000
Avg. price 6M:   5.668
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.05%
Volatility 6M:   49.72%
Volatility 1Y:   -
Volatility 3Y:   -