Soc. Generale Call 560 LOR 19.12..../  DE000SU746Z0  /

EUWAX
2024-11-11  9:28:02 AM Chg.+0.001 Bid10:15:43 AM Ask10:15:43 AM Underlying Strike price Expiration date Option type
0.012EUR +9.09% 0.013
Bid Size: 250,000
0.023
Ask Size: 250,000
L OREAL INH. E... 560.00 - 2025-12-19 Call
 

Master data

WKN: SU746Z
Issuer: Société Générale
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 560.00 -
Maturity: 2025-12-19
Issue date: 2024-02-09
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 145.52
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -2.25
Time value: 0.02
Break-even: 562.30
Moneyness: 0.60
Premium: 0.68
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 76.92%
Delta: 0.06
Theta: -0.02
Omega: 8.99
Rho: 0.20
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.84%
1 Month
  -76.47%
3 Months
  -80.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.011
1M High / 1M Low: 0.051 0.011
6M High / 6M Low: 0.220 0.011
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.23%
Volatility 6M:   169.60%
Volatility 1Y:   -
Volatility 3Y:   -