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Soc. Generale Call 38 RNL 20.12.2.../  DE000SU13WP0  /

Frankfurt Zert./SG
2024-11-19  6:09:55 PM Chg.-0.010 Bid2024-11-19 Ask2024-11-19 Underlying Strike price Expiration date Option type
0.400EUR -2.44% 0.400
Bid Size: 7,500		 0.430
Ask Size: 7,500		 RENAULT INH. EO... 38.00 EUR 2024-12-20 Call
 

Master data

WKN: SU13WP
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.73
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.38
Implied volatility: 0.35
Historic volatility: 0.29
Parity: 0.38
Time value: 0.05
Break-even: 42.30
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.84
Theta: -0.02
Omega: 8.20
Rho: 0.03
 

Quote data

Open: 0.430
High: 0.430
Low: 0.340
Previous Close: 0.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+2.56%
3 Months
  -29.82%
YTD
  -16.67%
1 Year
  -6.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.330
1M High / 1M Low: 0.620 0.330
6M High / 6M Low: 1.730 0.170
High (YTD): 2024-05-30 1.730
Low (YTD): 2024-10-03 0.170
52W High: 2024-05-30 1.730
52W Low: 2024-10-03 0.170
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.428
Avg. volume 1M:   0.000
Avg. price 6M:   0.788
Avg. volume 6M:   0.000
Avg. price 1Y:   0.738
Avg. volume 1Y:   0.000
Volatility 1M:   160.09%
Volatility 6M:   169.45%
Volatility 1Y:   147.93%
Volatility 3Y:   -