Soc. Generale Call 58 NWT 20.12.2.../  DE000SU6E0C0  /

Frankfurt Zert./SG
2024-07-09  11:00:37 AM Chg.-0.020 Bid11:30:08 AM Ask11:30:08 AM Underlying Strike price Expiration date Option type
0.460EUR -4.17% 0.460
Bid Size: 8,000
0.500
Ask Size: 8,000
WELLS FARGO + CO.DL ... 58.00 - 2024-12-20 Call
 

Master data

WKN: SU6E0C
Issuer: Société Générale
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 58.00 -
Maturity: 2024-12-20
Issue date: 2023-12-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.12
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.20
Parity: -0.35
Time value: 0.49
Break-even: 62.90
Moneyness: 0.94
Premium: 0.15
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.49
Theta: -0.02
Omega: 5.43
Rho: 0.10
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.59%
1 Month
  -6.12%
3 Months
  -13.21%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.480
1M High / 1M Low: 0.610 0.400
6M High / 6M Low: 0.750 0.120
High (YTD): 2024-05-10 0.750
Low (YTD): 2024-01-18 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.544
Avg. volume 1W:   0.000
Avg. price 1M:   0.484
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.44%
Volatility 6M:   159.39%
Volatility 1Y:   -
Volatility 3Y:   -