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

EUWAX
2024-07-09  9:09:33 AM Chg.+0.001 Bid4:46:44 PM Ask4:46:44 PM Underlying Strike price Expiration date Option type
0.053EUR +1.92% 0.055
Bid Size: 150,000		 0.065
Ask Size: 150,000		 British American Tob... 26.00 GBP 2024-09-20 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: 2024-09-20
Issue date: 2023-12-07
Last trading day: 2024-09-19
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: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.052
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.78%
1 Month  
+39.47%
3 Months  
+3.92%
YTD
  -11.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.045
1M High / 1M Low: 0.069 0.027
6M High / 6M Low: 0.097 0.026
High (YTD): 2024-02-08 0.097
Low (YTD): 2024-05-30 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   1.575
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.33%
Volatility 6M:   221.69%
Volatility 1Y:   -
Volatility 3Y:   -