Soc. Generale Call 520 LOR 19.06..../  DE000SU777H3  /

EUWAX
2024-07-26  9:54:40 AM Chg.0.000 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 520.00 - 2026-06-19 Call
 

Master data

WKN: SU777H
Issuer: Société Générale
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 520.00 -
Maturity: 2026-06-19
Issue date: 2024-02-12
Last trading day: 2026-06-18
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 23.46
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -1.21
Time value: 0.17
Break-even: 537.00
Moneyness: 0.77
Premium: 0.35
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.28
Theta: -0.04
Omega: 6.65
Rho: 1.82
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -30.00%
3 Months
  -61.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.140
1M High / 1M Low: 0.220 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -