Soc. Generale Call 490 LOR 21.03..../  DE000SU74416  /

EUWAX
2024-07-29  10:24:51 AM Chg.+0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.750EUR +2.74% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 490.00 - 2025-03-21 Call
 

Master data

WKN: SU7441
Issuer: Société Générale
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 490.00 -
Maturity: 2025-03-21
Issue date: 2024-02-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 47.48
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -9.12
Time value: 0.84
Break-even: 498.40
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 3.70%
Delta: 0.21
Theta: -0.06
Omega: 9.79
Rho: 0.48
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.68%
1 Month
  -35.90%
3 Months
  -68.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.730
1M High / 1M Low: 1.310 0.730
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   0.923
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -