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Soc. Generale Call 30 ML 20.12.20.../  DE000SU13S82  /

Frankfurt Zert./SG
9/17/2024  8:03:37 PM Chg.+0.010 Bid9/17/2024 Ask9/17/2024 Underlying Strike price Expiration date Option type
0.680EUR +1.49% 0.680
Bid Size: 6,000		 0.720
Ask Size: 6,000		 Cie Generale des Eta... 30.00 EUR 12/20/2024 Call
 

Master data

WKN: SU13S8
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 12/20/2024
Issue date: 11/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.18
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.62
Implied volatility: 0.38
Historic volatility: 0.17
Parity: 0.62
Time value: 0.08
Break-even: 37.00
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.87
Theta: -0.01
Omega: 4.49
Rho: 0.06
 

Quote data

Open: 0.670
High: 0.700
Low: 0.670
Previous Close: 0.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+19.30%
3 Months
  -18.07%
YTD  
+51.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.600
1M High / 1M Low: 0.670 0.570
6M High / 6M Low: 0.930 0.500
High (YTD): 6/13/2024 0.930
Low (YTD): 1/17/2024 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.606
Avg. volume 1M:   0.000
Avg. price 6M:   0.667
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.79%
Volatility 6M:   83.16%
Volatility 1Y:   -
Volatility 3Y:   -