Soc. Generale Call 34 ML 20.09.20.../  DE000SU70CY4  /

EUWAX
8/14/2024  8:46:59 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
Bid Size: -
-
Ask Size: -
Cie Generale des Eta... 34.00 EUR 9/20/2024 Call
 

Master data

WKN: SU70CY
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 9/20/2024
Issue date: 2/7/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.38
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.01
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 0.01
Time value: 0.12
Break-even: 35.20
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.54
Theta: -0.02
Omega: 15.36
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -36.84%
3 Months
  -68.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.330 0.120
6M High / 6M Low: 0.510 0.120
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   0.000
Avg. price 6M:   0.277
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.17%
Volatility 6M:   180.79%
Volatility 1Y:   -
Volatility 3Y:   -