OverviewChartNewsTraderScreen

Soc. Generale Call 150 RSG 20.03..../  DE000SU5XAE6  /

Frankfurt Zert./SG
27/09/2024  16:23:19 Chg.+0.010 Bid16:23:46 Ask16:23:46 Underlying Strike price Expiration date Option type
5.590EUR +0.18% 5.600
Bid Size: 15,000		 5.660
Ask Size: 15,000		 Republic Services In... 150.00 USD 20/03/2026 Call
 

Master data

WKN: SU5XAE
Issuer: Société Générale
Currency: EUR
Underlying: Republic Services Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 20/03/2026
Issue date: 18/12/2023
Last trading day: 19/03/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.18
Leverage: Yes

Calculated values

Fair value: 5.20
Intrinsic value: 4.54
Implied volatility: 0.29
Historic volatility: 0.12
Parity: 4.54
Time value: 1.11
Break-even: 190.71
Moneyness: 1.34
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 1.07%
Delta: 0.88
Theta: -0.02
Omega: 2.78
Rho: 1.49
 

Quote data

Open: 5.390
High: 5.590
Low: 5.390
Previous Close: 5.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.90%
1 Month
  -10.13%
3 Months
  -0.18%
YTD  
+67.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.870 5.540
1M High / 1M Low: 6.350 5.540
6M High / 6M Low: 6.390 4.640
High (YTD): 22/07/2024 6.390
Low (YTD): 11/01/2024 3.380
52W High: - -
52W Low: - -
Avg. price 1W:   5.700
Avg. volume 1W:   0.000
Avg. price 1M:   5.989
Avg. volume 1M:   0.000
Avg. price 6M:   5.538
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   45.82%
Volatility 6M:   46.82%
Volatility 1Y:   -
Volatility 3Y:   -