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Soc. Generale Call 170 RSG 20.03..../  DE000SU5XF22  /

Frankfurt Zert./SG
9/27/2024  2:34:53 PM Chg.-0.180 Bid3:14:46 PM Ask3:14:46 PM Underlying Strike price Expiration date Option type
4.010EUR -4.30% 4.010
Bid Size: 1,000		 4.400
Ask Size: 1,000		 Republic Services In... 170.00 USD 3/20/2026 Call
 

Master data

WKN: SU5XF2
Issuer: Société Générale
Currency: EUR
Underlying: Republic Services Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 3/20/2026
Issue date: 12/18/2023
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.24
Leverage: Yes

Calculated values

Fair value: 3.57
Intrinsic value: 2.75
Implied volatility: 0.26
Historic volatility: 0.12
Parity: 2.75
Time value: 1.49
Break-even: 194.50
Moneyness: 1.18
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 1.19%
Delta: 0.80
Theta: -0.02
Omega: 3.39
Rho: 1.50
 

Quote data

Open: 4.010
High: 4.040
Low: 4.000
Previous Close: 4.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.07%
1 Month
  -16.46%
3 Months
  -4.98%
YTD  
+77.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.450 4.180
1M High / 1M Low: 4.910 4.180
6M High / 6M Low: 4.960 3.350
High (YTD): 7/22/2024 4.960
Low (YTD): 1/3/2024 2.300
52W High: - -
52W Low: - -
Avg. price 1W:   4.300
Avg. volume 1W:   0.000
Avg. price 1M:   4.571
Avg. volume 1M:   0.000
Avg. price 6M:   4.184
Avg. volume 6M:   5.233
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.77%
Volatility 6M:   56.38%
Volatility 1Y:   -
Volatility 3Y:   -