Soc. Generale Call 172.5 BSI 20.0.../  DE000SU9L2F7  /

EUWAX
2024-07-22  8:11:54 AM Chg.-0.120 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.400EUR -23.08% -
Bid Size: -
-
Ask Size: -
BE SEMICON.INDSINH.E... 172.50 EUR 2024-09-20 Call
 

Master data

WKN: SU9L2F
Issuer: Société Générale
Currency: EUR
Underlying: BE SEMICON.INDSINH.EO-,01
Type: Warrant
Option type: Call
Strike price: 172.50 EUR
Maturity: 2024-09-20
Issue date: 2024-02-20
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 33.36
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.43
Parity: -2.57
Time value: 0.44
Break-even: 176.90
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 2.11
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.26
Theta: -0.09
Omega: 8.74
Rho: 0.06
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.52%
1 Month
  -53.49%
3 Months
  -44.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.520
1M High / 1M Low: 1.320 0.520
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.902
Avg. volume 1W:   0.000
Avg. price 1M:   0.975
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -