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Soc. Generale Call 2.6 IDS 20.09..../  DE000SU13ZR9  /

Frankfurt Zert./SG
2024-08-05  9:41:39 PM Chg.-0.100 Bid9:56:24 PM Ask- Underlying Strike price Expiration date Option type
0.760EUR -11.63% 0.760
Bid Size: 4,000		 -
Ask Size: -		 International Distri... 2.60 GBP 2024-09-20 Call
 

Master data

WKN: SU13ZR
Issuer: Société Générale
Currency: EUR
Underlying: International Distributions Services PLC ORD 1P
Type: Warrant
Option type: Call
Strike price: 2.60 GBP
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.38
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.85
Implied volatility: 0.52
Historic volatility: 0.46
Parity: 0.85
Time value: 0.04
Break-even: 3.94
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: 0.00
Omega: 4.06
Rho: 0.00
 

Quote data

Open: 0.790
High: 0.850
Low: 0.760
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.63%
1 Month  
+7.04%
3 Months  
+72.73%
YTD  
+35.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.850
1M High / 1M Low: 0.880 0.710
6M High / 6M Low: 0.890 0.100
High (YTD): 2024-05-22 0.890
Low (YTD): 2024-04-16 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.862
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   0.524
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   37.40%
Volatility 6M:   399.12%
Volatility 1Y:   -
Volatility 3Y:   -