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Soc. Generale Call 40 ML 20.12.20.../  DE000SU2MN02  /

Frankfurt Zert./SG
2024-08-14  10:12:49 AM Chg.+0.003 Bid8:02:36 AM Ask8:02:36 AM Underlying Strike price Expiration date Option type
0.036EUR +9.09% 0.037
Bid Size: 15,000		 0.047
Ask Size: 15,000		 Cie Generale des Eta... 40.00 EUR 2024-12-20 Call
 

Master data

WKN: SU2MN0
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 79.19
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.60
Time value: 0.04
Break-even: 40.43
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 30.30%
Delta: 0.17
Theta: -0.01
Omega: 13.65
Rho: 0.02
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.033
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -43.75%
3 Months
  -72.31%
YTD
  -55.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.033
1M High / 1M Low: 0.090 0.033
6M High / 6M Low: 0.220 0.033
High (YTD): 2024-06-13 0.220
Low (YTD): 2024-08-13 0.033
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.106
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   293.84%
Volatility 6M:   178.33%
Volatility 1Y:   -
Volatility 3Y:   -