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Soc. Generale Call 155 RSG 19.12..../  DE000SU50VU4  /

Frankfurt Zert./SG
27/09/2024  16:40:21 Chg.+0.030 Bid17:36:49 Ask17:36:49 Underlying Strike price Expiration date Option type
5.050EUR +0.60% 5.010
Bid Size: 15,000		 5.070
Ask Size: 15,000		 Republic Services In... 155.00 USD 19/12/2025 Call
 

Master data

WKN: SU50VU
Issuer: Société Générale
Currency: EUR
Underlying: Republic Services Inc
Type: Warrant
Option type: Call
Strike price: 155.00 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: 3.54
Leverage: Yes

Calculated values

Fair value: 4.67
Intrinsic value: 4.10
Implied volatility: 0.28
Historic volatility: 0.12
Parity: 4.10
Time value: 0.98
Break-even: 189.48
Moneyness: 1.30
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 1.20%
Delta: 0.87
Theta: -0.02
Omega: 3.07
Rho: 1.29
 

Quote data

Open: 4.820
High: 5.050
Low: 4.820
Previous Close: 5.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.60%
1 Month
  -10.62%
3 Months  
+0.60%
YTD  
+78.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.310 5.020
1M High / 1M Low: 5.780 5.020
6M High / 6M Low: 5.790 4.040
High (YTD): 22/07/2024 5.790
Low (YTD): 11/01/2024 2.880
52W High: - -
52W Low: - -
Avg. price 1W:   5.146
Avg. volume 1W:   0.000
Avg. price 1M:   5.421
Avg. volume 1M:   0.000
Avg. price 6M:   4.960
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.70%
Volatility 6M:   51.38%
Volatility 1Y:   -
Volatility 3Y:   -