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Soc. Generale Call 36 SGM 20.09.2.../  DE000SU1N7Y3  /

EUWAX
2024-06-27  9:18:11 AM Chg.-0.020 Bid12:59:50 PM Ask12:59:50 PM Underlying Strike price Expiration date Option type
0.320EUR -5.88% 0.320
Bid Size: 100,000		 0.330
Ask Size: 100,000		 STMICROELECTRONICS 36.00 EUR 2024-09-20 Call
 

Master data

WKN: SU1N7Y
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2024-09-20
Issue date: 2023-11-03
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.53
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.08
Implied volatility: 0.41
Historic volatility: 0.30
Parity: 0.08
Time value: 0.27
Break-even: 39.50
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.60
Theta: -0.02
Omega: 6.33
Rho: 0.04
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.58%
1 Month
  -30.43%
3 Months
  -51.52%
YTD
  -73.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.320
1M High / 1M Low: 0.700 0.320
6M High / 6M Low: 1.240 0.320
High (YTD): 2024-01-02 1.070
Low (YTD): 2024-06-25 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.506
Avg. volume 1M:   0.000
Avg. price 6M:   0.683
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.85%
Volatility 6M:   154.38%
Volatility 1Y:   -
Volatility 3Y:   -