Soc. Generale Call 19 ENA 20.09.2.../  DE000SU9L2Y8  /

EUWAX
2024-06-11  8:11:08 AM Chg.+0.050 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.290EUR +20.83% -
Bid Size: -
-
Ask Size: -
ENDESA INH. EO... 19.00 EUR 2024-09-20 Call
 

Master data

WKN: SU9L2Y
Issuer: Société Générale
Currency: EUR
Underlying: ENDESA INH. EO 1,20
Type: Warrant
Option type: Call
Strike price: 19.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-20
Last trading day: 2024-09-20
Ratio: 2:1
Exercise type: European
Quanto: -
Gearing: 28.98
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -0.23
Time value: 0.32
Break-even: 19.64
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.47
Theta: 0.00
Omega: 13.50
Rho: 0.02
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+16.00%
3 Months  
+123.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.240
1M High / 1M Low: 0.330 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.251
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -