Soc. Generale Call 44 IXD1 20.09..../  DE000SU70BY6  /

Frankfurt Zert./SG
2024-07-05  9:48:03 PM Chg.-0.030 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.320EUR -8.57% 0.320
Bid Size: 9,400
0.330
Ask Size: 9,400
INDITEX INH. EO... 44.00 EUR 2024-09-20 Call
 

Master data

WKN: SU70BY
Issuer: Société Générale
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.76
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.14
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.14
Time value: 0.19
Break-even: 47.30
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.64
Theta: -0.02
Omega: 8.85
Rho: 0.05
 

Quote data

Open: 0.360
High: 0.360
Low: 0.310
Previous Close: 0.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.95%
1 Month
  -17.95%
3 Months
  -15.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.320
1M High / 1M Low: 0.520 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.426
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -