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Soc. Generale Call 22 BHP 20.09.2.../  DE000SU13YL5  /

EUWAX
12/08/2024  10:09:09 Chg.-0.008 Bid15:56:06 Ask15:56:06 Underlying Strike price Expiration date Option type
0.038EUR -17.39% 0.031
Bid Size: 100,000		 0.041
Ask Size: 100,000		 Bhp Group Limited OR... 22.00 GBP 20/09/2024 Call
 

Master data

WKN: SU13YL
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Call
Strike price: 22.00 GBP
Maturity: 20/09/2024
Issue date: 13/11/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.52
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.10
Time value: 0.05
Break-even: 26.23
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 23.81%
Delta: 0.36
Theta: -0.01
Omega: 17.17
Rho: 0.01
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.03%
1 Month
  -78.89%
3 Months
  -84.80%
YTD
  -94.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.029
1M High / 1M Low: 0.180 0.029
6M High / 6M Low: 0.360 0.029
High (YTD): 02/01/2024 0.670
Low (YTD): 05/08/2024 0.029
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.228
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   469.02%
Volatility 6M:   234.99%
Volatility 1Y:   -
Volatility 3Y:   -