OverviewChartNewsTraderScreen

Soc. Generale Call 155 RSG 19.06..../  DE000SU55T64  /

Frankfurt Zert./SG
27/09/2024  15:47:38 Chg.-0.030 Bid15:50:04 Ask15:50:04 Underlying Strike price Expiration date Option type
5.410EUR -0.55% 5.410
Bid Size: 15,000		 5.460
Ask Size: 15,000		 Republic Services In... 155.00 USD 19/06/2026 Call
 

Master data

WKN: SU55T6
Issuer: Société Générale
Currency: EUR
Underlying: Republic Services Inc
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 19/06/2026
Issue date: 21/12/2023
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.27
Leverage: Yes

Calculated values

Fair value: 4.90
Intrinsic value: 4.10
Implied volatility: 0.28
Historic volatility: 0.12
Parity: 4.10
Time value: 1.39
Break-even: 193.58
Moneyness: 1.30
Premium: 0.08
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 0.92%
Delta: 0.85
Theta: -0.02
Omega: 2.78
Rho: 1.69
 

Quote data

Open: 5.250
High: 5.420
Low: 5.250
Previous Close: 5.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -11.17%
3 Months
  -0.92%
YTD  
+66.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.720 5.410
1M High / 1M Low: 6.200 5.410
6M High / 6M Low: 6.250 4.520
High (YTD): 22/07/2024 6.250
Low (YTD): 11/01/2024 3.310
52W High: - -
52W Low: - -
Avg. price 1W:   5.556
Avg. volume 1W:   0.000
Avg. price 1M:   5.850
Avg. volume 1M:   0.000
Avg. price 6M:   5.424
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.52%
Volatility 6M:   45.46%
Volatility 1Y:   -
Volatility 3Y:   -