Soc. Generale Call 54 0B2 20.12.2.../  DE000SU5EFV9  /

EUWAX
2024-07-26  9:06:58 AM Chg.+0.01 Bid7:52:51 PM Ask7:52:51 PM Underlying Strike price Expiration date Option type
1.49EUR +0.68% 1.49
Bid Size: 3,000
1.53
Ask Size: 3,000
BAWAG GROUP AG 54.00 EUR 2024-12-20 Call
 

Master data

WKN: SU5EFV
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 2024-12-20
Issue date: 2023-12-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.42
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.23
Implied volatility: 0.43
Historic volatility: 0.24
Parity: 1.23
Time value: 0.27
Break-even: 69.00
Moneyness: 1.23
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 2.04%
Delta: 0.83
Theta: -0.02
Omega: 3.65
Rho: 0.16
 

Quote data

Open: 1.49
High: 1.49
Low: 1.49
Previous Close: 1.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.32%
1 Month  
+96.05%
3 Months  
+91.03%
YTD  
+684.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.59 1.48
1M High / 1M Low: 1.59 0.76
6M High / 6M Low: 1.59 0.16
High (YTD): 2024-07-23 1.59
Low (YTD): 2024-01-17 0.11
52W High: - -
52W Low: - -
Avg. price 1W:   1.52
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   0.70
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.78%
Volatility 6M:   136.74%
Volatility 1Y:   -
Volatility 3Y:   -