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Soc. Generale Call 26 BATS 20.09..../  DE000SU5EUQ8  /

Frankfurt Zert./SG
09/07/2024  16:19:18 Chg.+0.002 Bid17:08:54 Ask17:08:54 Underlying Strike price Expiration date Option type
0.051EUR +4.08% 0.054
Bid Size: 175,000		 0.064
Ask Size: 175,000		 British American Tob... 26.00 GBP 20/09/2024 Call
 

Master data

WKN: SU5EUQ
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 26.00 GBP
Maturity: 20/09/2024
Issue date: 07/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.24
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.16
Time value: 0.06
Break-even: 31.34
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 20.83%
Delta: 0.33
Theta: -0.01
Omega: 16.62
Rho: 0.02
 

Quote data

Open: 0.048
High: 0.056
Low: 0.047
Previous Close: 0.049
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month  
+37.84%
3 Months  
+6.25%
YTD
  -20.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.048
1M High / 1M Low: 0.066 0.027
6M High / 6M Low: 0.110 0.025
High (YTD): 08/02/2024 0.110
Low (YTD): 29/05/2024 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.84%
Volatility 6M:   230.10%
Volatility 1Y:   -
Volatility 3Y:   -