Soc. Generale Call 30 TELIA 20.12.../  DE000SU796M3  /

Frankfurt Zert./SG
7/26/2024  9:36:13 PM Chg.-0.010 Bid7/26/2024 Ask7/26/2024 Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.220
Bid Size: 10,000
0.240
Ask Size: 10,000
Telia Company AB 30.00 SEK 12/20/2024 Call
 

Master data

WKN: SU796M
Issuer: Société Générale
Currency: EUR
Underlying: Telia Company AB
Type: Warrant
Option type: Call
Strike price: 30.00 SEK
Maturity: 12/20/2024
Issue date: 2/13/2024
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 11.35
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.17
Implied volatility: 0.16
Historic volatility: 0.23
Parity: 0.17
Time value: 0.07
Break-even: 2.79
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.80
Theta: 0.00
Omega: 9.07
Rho: 0.01
 

Quote data

Open: 0.220
High: 0.230
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month  
+161.90%
3 Months  
+464.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.180
1M High / 1M Low: 0.230 0.074
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   309.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -