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Soc. Generale Call 25 BATS 20.09..../  DE000SU13Y27  /

Frankfurt Zert./SG
02/08/2024  21:45:24 Chg.+0.010 Bid21:52:31 Ask21:52:31 Underlying Strike price Expiration date Option type
0.360EUR +2.86% 0.370
Bid Size: 8,200		 0.400
Ask Size: 8,200		 British American Tob... 25.00 GBP 20/09/2024 Call
 

Master data

WKN: SU13Y2
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 25.00 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: 8.08
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.30
Implied volatility: 0.47
Historic volatility: 0.20
Parity: 0.30
Time value: 0.10
Break-even: 33.34
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.75
Theta: -0.02
Omega: 6.08
Rho: 0.03
 

Quote data

Open: 0.320
High: 0.390
Low: 0.320
Previous Close: 0.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.13%
1 Month  
+260.00%
3 Months  
+407.04%
YTD  
+355.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.360 0.090
6M High / 6M Low: 0.360 0.044
High (YTD): 02/08/2024 0.360
Low (YTD): 29/05/2024 0.044
52W High: - -
52W Low: - -
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   157.480
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   323.22%
Volatility 6M:   241.70%
Volatility 1Y:   -
Volatility 3Y:   -