Soc. Generale Call 66 0B2 20.12.2.../  DE000SU7HAR7  /

EUWAX
8/30/2024  9:44:30 AM Chg.-0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.680EUR -2.86% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 66.00 EUR 12/20/2024 Call
 

Master data

WKN: SU7HAR
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 12/20/2024
Issue date: 1/26/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.22
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.32
Implied volatility: 0.36
Historic volatility: 0.24
Parity: 0.32
Time value: 0.44
Break-even: 73.50
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 4.17%
Delta: 0.65
Theta: -0.03
Omega: 6.00
Rho: 0.11
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.45%
1 Month
  -1.45%
3 Months  
+172.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.650
1M High / 1M Low: 0.700 0.370
6M High / 6M Low: 0.710 0.069
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.680
Avg. volume 1W:   0.000
Avg. price 1M:   0.586
Avg. volume 1M:   0.000
Avg. price 6M:   0.319
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.31%
Volatility 6M:   179.52%
Volatility 1Y:   -
Volatility 3Y:   -