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Soc. Generale Call 195 RSG 19.06..../  DE000SU55WW7  /

Frankfurt Zert./SG
27/09/2024  13:07:48 Chg.-0.150 Bid13:44:55 Ask13:44:55 Underlying Strike price Expiration date Option type
2.830EUR -5.03% 2.830
Bid Size: 1,100		 3.160
Ask Size: 1,100		 Republic Services In... 195.00 USD 19/06/2026 Call
 

Master data

WKN: SU55WW
Issuer: Société Générale
Currency: EUR
Underlying: Republic Services Inc
Type: Warrant
Option type: Call
Strike price: 195.00 USD
Maturity: 19/06/2026
Issue date: 21/12/2023
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.95
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 0.52
Implied volatility: 0.24
Historic volatility: 0.12
Parity: 0.52
Time value: 2.50
Break-even: 204.67
Moneyness: 1.03
Premium: 0.14
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 1.34%
Delta: 0.67
Theta: -0.02
Omega: 3.97
Rho: 1.55
 

Quote data

Open: 2.830
High: 2.860
Low: 2.830
Previous Close: 2.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.71%
1 Month
  -20.06%
3 Months
  -6.60%
YTD  
+76.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.220 2.970
1M High / 1M Low: 3.610 2.970
6M High / 6M Low: 3.690 2.300
High (YTD): 22/07/2024 3.690
Low (YTD): 03/01/2024 1.640
52W High: - -
52W Low: - -
Avg. price 1W:   3.080
Avg. volume 1W:   0.000
Avg. price 1M:   3.321
Avg. volume 1M:   0.000
Avg. price 6M:   3.020
Avg. volume 6M:   8.295
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   63.56%
Volatility 6M:   65.26%
Volatility 1Y:   -
Volatility 3Y:   -