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Soc. Generale Call 150 EL 20.12.2.../  DE000SU2S9Y3  /

Frankfurt Zert./SG
7/31/2024  4:35:14 PM Chg.+0.010 Bid4:37:08 PM Ask4:37:08 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.150
Bid Size: 80,000		 0.160
Ask Size: 80,000		 Estee Lauder Compani... 150.00 USD 12/20/2024 Call
 

Master data

WKN: SU2S9Y
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Call
Strike price: 150.00 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: 57.46
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.39
Parity: -4.67
Time value: 0.16
Break-even: 140.29
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 1.96
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.13
Theta: -0.02
Omega: 7.38
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.160
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -91.44%
YTD
  -93.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.150
1M High / 1M Low: 0.240 0.140
6M High / 6M Low: 2.690 0.140
High (YTD): 3/13/2024 2.690
Low (YTD): 7/18/2024 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   45.455
Avg. price 6M:   1.228
Avg. volume 6M:   7.937
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.94%
Volatility 6M:   162.67%
Volatility 1Y:   -
Volatility 3Y:   -