Soc. Generale Call 28 TELIA 20.12.../  DE000SU796L5  /

EUWAX
08/11/2024  10:20:29 Chg.-0.020 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.250EUR -7.41% -
Bid Size: -
-
Ask Size: -
Telia Company AB 28.00 SEK 20/12/2024 Call
 

Master data

WKN: SU796L
Issuer: Société Générale
Currency: EUR
Underlying: Telia Company AB
Type: Warrant
Option type: Call
Strike price: 28.00 SEK
Maturity: 20/12/2024
Issue date: 13/02/2024
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 9.85
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.24
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 0.24
Time value: 0.03
Break-even: 2.69
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.87
Theta: 0.00
Omega: 8.58
Rho: 0.00
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month
  -39.02%
3 Months
  -21.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.250
1M High / 1M Low: 0.410 0.250
6M High / 6M Low: 0.540 0.061
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.345
Avg. volume 1M:   0.000
Avg. price 6M:   0.274
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.79%
Volatility 6M:   173.53%
Volatility 1Y:   -
Volatility 3Y:   -