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Soc. Generale Call 7.5 BKT 21.06..../  DE000SU15L38  /

EUWAX
2024-06-12  8:06:41 AM Chg.-0.140 Bid11:22:39 AM Ask11:22:39 AM Underlying Strike price Expiration date Option type
0.350EUR -28.57% 0.410
Bid Size: 15,000		 0.420
Ask Size: 15,000		 BANKINTER BANKINTER,... 7.50 EUR 2024-06-21 Call
 

Master data

WKN: SU15L3
Issuer: Société Générale
Currency: EUR
Underlying: BANKINTER BANKINTER, S.A.
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 2024-06-21
Issue date: 2023-11-14
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 19.94
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.28
Implied volatility: 0.46
Historic volatility: 0.23
Parity: 0.28
Time value: 0.11
Break-even: 7.89
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.71
Theta: -0.01
Omega: 14.17
Rho: 0.00
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.89%
1 Month  
+25.00%
3 Months  
+253.54%
YTD  
+372.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.270
1M High / 1M Low: 0.750 0.250
6M High / 6M Low: 0.750 0.051
High (YTD): 2024-06-03 0.750
Low (YTD): 2024-03-01 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.465
Avg. volume 1M:   0.000
Avg. price 6M:   0.179
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   414.69%
Volatility 6M:   309.95%
Volatility 1Y:   -
Volatility 3Y:   -