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Soc. Generale Call 36 G1A 20.12.2.../  DE000SU10K00  /

Frankfurt Zert./SG
2024-11-18  9:50:07 AM Chg.+0.040 Bid10:14:10 AM Ask10:14:10 AM Underlying Strike price Expiration date Option type
0.940EUR +4.44% 0.940
Bid Size: 9,000		 0.960
Ask Size: 9,000		 GEA GROUP AG 36.00 EUR 2024-12-20 Call
 

Master data

WKN: SU10K0
Issuer: Société Générale
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.76
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.92
Implied volatility: 0.52
Historic volatility: 0.19
Parity: 0.92
Time value: 0.03
Break-even: 45.50
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.15%
Delta: 0.94
Theta: -0.02
Omega: 4.49
Rho: 0.03
 

Quote data

Open: 0.920
High: 0.940
Low: 0.920
Previous Close: 0.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.00%
1 Month
  -16.07%
3 Months  
+56.67%
YTD  
+91.84%
1 Year  
+113.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.900
1M High / 1M Low: 1.120 0.890
6M High / 6M Low: 1.150 0.380
High (YTD): 2024-10-17 1.150
Low (YTD): 2024-01-22 0.330
52W High: 2024-10-17 1.150
52W Low: 2023-11-30 0.290
Avg. price 1W:   0.948
Avg. volume 1W:   0.000
Avg. price 1M:   0.988
Avg. volume 1M:   0.000
Avg. price 6M:   0.669
Avg. volume 6M:   0.000
Avg. price 1Y:   0.543
Avg. volume 1Y:   0.000
Volatility 1M:   72.74%
Volatility 6M:   97.19%
Volatility 1Y:   102.12%
Volatility 3Y:   -