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Soc. Generale Call 28 BATS 20.09..../  DE000SU5EUR6  /

Frankfurt Zert./SG
9/6/2024  4:49:42 PM Chg.+0.010 Bid5:51:17 PM Ask5:51:17 PM Underlying Strike price Expiration date Option type
0.160EUR +6.67% -
Bid Size: -		 -
Ask Size: -		 British American Tob... 28.00 GBP 9/20/2024 Call
 

Master data

WKN: SU5EUR
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 28.00 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: 19.24
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.14
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 0.14
Time value: 0.04
Break-even: 35.00
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.76
Theta: -0.03
Omega: 14.61
Rho: 0.01
 

Quote data

Open: 0.140
High: 0.160
Low: 0.130
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+95.12%
1 Month  
+60.00%
3 Months  
+1677.78%
YTD  
+433.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.100
1M High / 1M Low: 0.160 0.040
6M High / 6M Low: 0.160 0.005
High (YTD): 9/6/2024 0.160
Low (YTD): 5/29/2024 0.005
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.032
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   285.32%
Volatility 6M:   386.76%
Volatility 1Y:   -
Volatility 3Y:   -