Soc. Generale Call 52 SGM 21.03.2.../  DE000SU79Z43  /

EUWAX
2024-07-31  9:58:28 AM Chg.-0.002 Bid3:49:40 PM Ask3:49:40 PM Underlying Strike price Expiration date Option type
0.035EUR -5.41% 0.035
Bid Size: 200,000
0.045
Ask Size: 200,000
STMICROELECTRONICS 52.00 EUR 2025-03-21 Call
 

Master data

WKN: SU79Z4
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 2025-03-21
Issue date: 2024-02-13
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 78.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.32
Parity: -2.16
Time value: 0.04
Break-even: 52.39
Moneyness: 0.59
Premium: 0.72
Premium p.a.: 1.34
Spread abs.: 0.01
Spread %: 34.48%
Delta: 0.09
Theta: 0.00
Omega: 7.17
Rho: 0.02
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.037
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.11%
1 Month
  -61.11%
3 Months
  -78.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.032
1M High / 1M Low: 0.130 0.032
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -