Soc. Generale Call 60 SGM 20.06.2.../  DE000SU2GVD6  /

EUWAX
2024-07-29  9:22:35 AM Chg.+0.004 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.030EUR +15.38% -
Bid Size: -
-
Ask Size: -
STMICROELECTRONICS 60.00 EUR 2025-06-20 Call
 

Master data

WKN: SU2GVD
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2025-06-20
Issue date: 2023-11-20
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 78.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.32
Parity: -2.93
Time value: 0.04
Break-even: 60.39
Moneyness: 0.51
Premium: 0.97
Premium p.a.: 1.13
Spread abs.: 0.01
Spread %: 34.48%
Delta: 0.08
Theta: 0.00
Omega: 6.40
Rho: 0.02
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.46%
1 Month
  -60.00%
3 Months
  -75.00%
YTD
  -92.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.026
1M High / 1M Low: 0.096 0.026
6M High / 6M Low: 0.290 0.026
High (YTD): 2024-01-02 0.340
Low (YTD): 2024-07-26 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.05%
Volatility 6M:   169.64%
Volatility 1Y:   -
Volatility 3Y:   -