Soc. Generale Call 45 IXD1 20.12..../  DE000SU13P28  /

EUWAX
18/10/2024  09:44:34 Chg.-0.080 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.930EUR -7.92% -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 45.00 EUR 20/12/2024 Call
 

Master data

WKN: SU13P2
Issuer: Société Générale
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 20/12/2024
Issue date: 13/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.65
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.87
Implied volatility: 0.40
Historic volatility: 0.20
Parity: 0.87
Time value: 0.08
Break-even: 54.50
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.06%
Delta: 0.88
Theta: -0.02
Omega: 4.98
Rho: 0.06
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 1.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.90%
1 Month  
+24.00%
3 Months  
+144.74%
YTD  
+389.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.900
1M High / 1M Low: 1.020 0.750
6M High / 6M Low: 1.020 0.250
High (YTD): 16/10/2024 1.020
Low (YTD): 05/01/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.966
Avg. volume 1W:   0.000
Avg. price 1M:   0.862
Avg. volume 1M:   0.000
Avg. price 6M:   0.494
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.25%
Volatility 6M:   133.29%
Volatility 1Y:   -
Volatility 3Y:   -