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Soc. Generale Call 150 PER 20.12..../  DE000SU23LP2  /

EUWAX
2024-08-30  2:52:25 PM Chg.-0.220 Bid5:30:02 PM Ask5:30:02 PM Underlying Strike price Expiration date Option type
0.130EUR -62.86% 0.110
Bid Size: 10,000		 0.140
Ask Size: 15,000		 PERNOD RICARD ... 150.00 EUR 2024-12-20 Call
 

Master data

WKN: SU23LP
Issuer: Société Générale
Currency: EUR
Underlying: PERNOD RICARD O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 2024-12-20
Issue date: 2023-12-01
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 77.15
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.22
Parity: -1.89
Time value: 0.17
Break-even: 151.70
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.19
Theta: -0.02
Omega: 14.71
Rho: 0.07
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.350
Turnover: 650
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -7.14%
3 Months
  -72.34%
YTD
  -94.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.130
1M High / 1M Low: 0.350 0.090
6M High / 6M Low: 1.920 0.090
High (YTD): 2024-02-15 2.370
Low (YTD): 2024-08-21 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.643
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   454.77%
Volatility 6M:   241.90%
Volatility 1Y:   -
Volatility 3Y:   -