Soc. Generale Call 63 BSN 20.09.2.../  DE000SU9L2Q4  /

EUWAX
8/5/2024  9:52:44 AM Chg.+0.035 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.081EUR +76.09% -
Bid Size: -
-
Ask Size: -
DANONE S.A. EO -,25 63.00 EUR 9/20/2024 Call
 

Master data

WKN: SU9L2Q
Issuer: Société Générale
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 63.00 EUR
Maturity: 9/20/2024
Issue date: 2/20/2024
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 55.95
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.13
Parity: -0.15
Time value: 0.11
Break-even: 64.10
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 12.24%
Delta: 0.40
Theta: -0.02
Omega: 22.31
Rho: 0.03
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.046
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+113.16%
1 Month  
+62.00%
3 Months  
+5.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.082 0.033
1M High / 1M Low: 0.082 0.019
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   657.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -