Soc. Generale Call 170 RSG 19.06..../  DE000SU55RF2  /

Frankfurt Zert./SG
9/27/2024  1:22:44 PM Chg.-0.180 Bid2:08:03 PM Ask2:08:03 PM Underlying Strike price Expiration date Option type
4.290EUR -4.03% 4.300
Bid Size: 1,000
4.690
Ask Size: 1,000
Republic Services In... 170.00 USD 6/19/2026 Call
 

Master data

WKN: SU55RF
Issuer: Société Générale
Currency: EUR
Underlying: Republic Services Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 6/19/2026
Issue date: 12/21/2023
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.97
Leverage: Yes

Calculated values

Fair value: 3.71
Intrinsic value: 2.75
Implied volatility: 0.27
Historic volatility: 0.12
Parity: 2.75
Time value: 1.77
Break-even: 197.30
Moneyness: 1.18
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 1.12%
Delta: 0.79
Theta: -0.02
Omega: 3.14
Rho: 1.67
 

Quote data

Open: 4.300
High: 4.330
Low: 4.290
Previous Close: 4.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.16%
1 Month
  -15.72%
3 Months
  -3.81%
YTD  
+73.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.740 4.430
1M High / 1M Low: 5.200 4.430
6M High / 6M Low: 5.220 3.620
High (YTD): 7/22/2024 5.220
Low (YTD): 1/3/2024 2.530
52W High: - -
52W Low: - -
Avg. price 1W:   4.578
Avg. volume 1W:   0.000
Avg. price 1M:   4.860
Avg. volume 1M:   0.000
Avg. price 6M:   4.458
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.61%
Volatility 6M:   52.57%
Volatility 1Y:   -
Volatility 3Y:   -