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Soc. Generale Call 36 RNL 20.12.2.../  DE000SU13WN5  /

Frankfurt Zert./SG
2024-11-19  5:43:49 PM Chg.-0.010 Bid6:28:56 PM Ask6:28:56 PM Underlying Strike price Expiration date Option type
0.580EUR -1.69% 0.580
Bid Size: 5,200		 0.610
Ask Size: 5,200		 RENAULT INH. EO... 36.00 EUR 2024-12-20 Call
 

Master data

WKN: SU13WN
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.86
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.58
Implied volatility: 0.39
Historic volatility: 0.29
Parity: 0.58
Time value: 0.03
Break-even: 42.10
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.92
Theta: -0.01
Omega: 6.32
Rho: 0.03
 

Quote data

Open: 0.600
High: 0.600
Low: 0.500
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.43%
1 Month  
+7.41%
3 Months
  -19.44%
YTD     0.00%
1 Year  
+11.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.500
1M High / 1M Low: 0.800 0.500
6M High / 6M Low: 1.900 0.260
High (YTD): 2024-06-03 1.900
Low (YTD): 2024-10-03 0.260
52W High: 2024-06-03 1.900
52W Low: 2024-10-03 0.260
Avg. price 1W:   0.544
Avg. volume 1W:   0.000
Avg. price 1M:   0.595
Avg. volume 1M:   0.000
Avg. price 6M:   0.944
Avg. volume 6M:   0.000
Avg. price 1Y:   0.875
Avg. volume 1Y:   0.000
Volatility 1M:   124.26%
Volatility 6M:   147.12%
Volatility 1Y:   132.02%
Volatility 3Y:   -