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

Frankfurt Zert./SG
15/08/2024  10:14:58 Chg.-0.010 Bid08:00:00 Ask- Underlying Strike price Expiration date Option type
0.810EUR -1.22% 0.750
Bid Size: 4,000		 -
Ask Size: -		 International Distri... 2.60 GBP 20/09/2024 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: 20/09/2024
Issue date: 13/11/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.60
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.79
Implied volatility: 0.56
Historic volatility: 0.46
Parity: 0.79
Time value: 0.04
Break-even: 3.86
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: 0.00
Omega: 4.25
Rho: 0.00
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.00%
1 Month  
+5.19%
3 Months     0.00%
YTD  
+44.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.750
1M High / 1M Low: 0.880 0.750
6M High / 6M Low: 0.890 0.100
High (YTD): 22/05/2024 0.890
Low (YTD): 16/04/2024 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.784
Avg. volume 1W:   0.000
Avg. price 1M:   0.818
Avg. volume 1M:   0.000
Avg. price 6M:   0.548
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.70%
Volatility 6M:   398.48%
Volatility 1Y:   -
Volatility 3Y:   -