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Soc. Generale Call 70 BSN 20.12.2.../  DE000SU1W4F8  /

EUWAX
9/11/2024  8:44:26 AM Chg.+0.017 Bid11:59:04 AM Ask11:59:04 AM Underlying Strike price Expiration date Option type
0.097EUR +21.25% 0.090
Bid Size: 125,000		 0.100
Ask Size: 125,000		 DANONE S.A. EO -,25 70.00 EUR 12/20/2024 Call
 

Master data

WKN: SU1W4F
Issuer: Société Générale
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 12/20/2024
Issue date: 11/8/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 60.07
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.13
Parity: -0.39
Time value: 0.11
Break-even: 71.10
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 14.58%
Delta: 0.31
Theta: -0.01
Omega: 18.53
Rho: 0.05
 

Quote data

Open: 0.097
High: 0.097
Low: 0.097
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+73.21%
1 Month  
+223.33%
3 Months  
+142.50%
YTD  
+46.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.048
1M High / 1M Low: 0.080 0.016
6M High / 6M Low: 0.080 0.016
High (YTD): 1/29/2024 0.130
Low (YTD): 8/26/2024 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   288.91%
Volatility 6M:   259.71%
Volatility 1Y:   -
Volatility 3Y:   -