Soc. Generale Call 20 RAW 21.03.2.../  DE000SU77930  /

EUWAX
2024-07-10  3:32:31 PM Chg.-0.020 Bid5:30:05 PM Ask5:30:05 PM Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.120
Bid Size: 10,000
0.130
Ask Size: 10,000
RAIFFEISEN BK INTL I... 20.00 EUR 2025-03-21 Call
 

Master data

WKN: SU7793
Issuer: Société Générale
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 2025-03-21
Issue date: 2024-02-12
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.29
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.28
Parity: -0.28
Time value: 0.14
Break-even: 21.40
Moneyness: 0.86
Premium: 0.24
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.41
Theta: 0.00
Omega: 5.07
Rho: 0.04
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -47.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.140 0.093
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -