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

EUWAX
2024-11-12  8:16:39 AM Chg.-0.030 Bid7:28:47 PM Ask7:28:47 PM Underlying Strike price Expiration date Option type
0.230EUR -11.54% 0.210
Bid Size: 10,000
0.230
Ask Size: 10,000
Telia Company AB 28.00 SEK 2024-12-20 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: 2024-12-20
Issue date: 2024-02-13
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 10.58
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.23
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.23
Time value: 0.02
Break-even: 2.66
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.89
Theta: 0.00
Omega: 9.46
Rho: 0.00
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.29%
1 Month
  -41.03%
3 Months
  -23.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.250
1M High / 1M Low: 0.390 0.250
6M High / 6M Low: 0.540 0.072
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.336
Avg. volume 1M:   0.000
Avg. price 6M:   0.277
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.59%
Volatility 6M:   171.96%
Volatility 1Y:   -
Volatility 3Y:   -