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Soc. Generale Call 160 RSG 19.06..../  DE000SU51DT2  /

Frankfurt Zert./SG
9/27/2024  3:47:26 PM Chg.-0.030 Bid4:16:10 PM Ask4:16:10 PM Underlying Strike price Expiration date Option type
5.090EUR -0.59% 5.110
Bid Size: 15,000		 5.160
Ask Size: 15,000		 Republic Services In... 160.00 USD 6/19/2026 Call
 

Master data

WKN: SU51DT
Issuer: Société Générale
Currency: EUR
Underlying: Republic Services Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 6/19/2026
Issue date: 12/19/2023
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.47
Leverage: Yes

Calculated values

Fair value: 4.50
Intrinsic value: 3.65
Implied volatility: 0.28
Historic volatility: 0.12
Parity: 3.65
Time value: 1.52
Break-even: 194.85
Moneyness: 1.25
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 0.98%
Delta: 0.83
Theta: -0.02
Omega: 2.89
Rho: 1.68
 

Quote data

Open: 4.940
High: 5.090
Low: 4.930
Previous Close: 5.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.78%
1 Month
  -11.48%
3 Months
  -0.78%
YTD  
+71.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.390 5.120
1M High / 1M Low: 5.870 5.120
6M High / 6M Low: 5.920 4.220
High (YTD): 7/22/2024 5.920
Low (YTD): 1/3/2024 3.030
52W High: - -
52W Low: - -
Avg. price 1W:   5.240
Avg. volume 1W:   0.000
Avg. price 1M:   5.526
Avg. volume 1M:   0.000
Avg. price 6M:   5.100
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   42.86%
Volatility 6M:   47.80%
Volatility 1Y:   -
Volatility 3Y:   -