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Soc. Generale Call 24 BATS 20.09..../  DE000SU5EUP0  /

EUWAX
9/11/2024  9:16:23 AM Chg.0.000 Bid3:35:33 PM Ask3:35:33 PM Underlying Strike price Expiration date Option type
0.670EUR 0.00% 0.680
Bid Size: 50,000		 0.690
Ask Size: 50,000		 British American Tob... 24.00 GBP 9/20/2024 Call
 

Master data

WKN: SU5EUP
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 24.00 GBP
Maturity: 9/20/2024
Issue date: 12/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.17
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.67
Implied volatility: 0.88
Historic volatility: 0.20
Parity: 0.67
Time value: 0.01
Break-even: 35.29
Moneyness: 1.23
Premium: 0.00
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.94
Theta: -0.03
Omega: 4.88
Rho: 0.01
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.82%
1 Month  
+45.65%
3 Months  
+590.72%
YTD  
+509.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.550
1M High / 1M Low: 0.670 0.420
6M High / 6M Low: 0.670 0.083
High (YTD): 9/10/2024 0.670
Low (YTD): 4/17/2024 0.083
52W High: - -
52W Low: - -
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.509
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.41%
Volatility 6M:   188.72%
Volatility 1Y:   -
Volatility 3Y:   -