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

EUWAX
2024-08-02  8:55:08 AM Chg.-0.100 Bid5:40:34 PM Ask5:40:34 PM Underlying Strike price Expiration date Option type
0.320EUR -23.81% 0.220
Bid Size: 450,000
0.230
Ask Size: 450,000
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: 15.07
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.21
Parity: -0.53
Time value: 0.35
Break-even: 61.50
Moneyness: 0.91
Premium: 0.17
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.42
Theta: -0.02
Omega: 6.33
Rho: 0.07
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.91%
1 Month
  -42.86%
3 Months
  -46.67%
YTD  
+39.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.420
1M High / 1M Low: 0.590 0.300
6M High / 6M Low: 0.730 0.160
High (YTD): 2024-05-16 0.730
Low (YTD): 2024-01-18 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.474
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.99%
Volatility 6M:   169.73%
Volatility 1Y:   -
Volatility 3Y:   -