Soc. Generale Call 70 ZM 19.12.20.../  DE000SU2YLF5  /

EUWAX
7/26/2024  8:27:32 AM Chg.+0.080 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.780EUR +11.43% -
Bid Size: -
-
Ask Size: -
Zoom Video Communica... 70.00 USD 12/19/2025 Call
 

Master data

WKN: SU2YLF
Issuer: Société Générale
Currency: EUR
Underlying: Zoom Video Communications Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 12/19/2025
Issue date: 11/29/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.83
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -0.91
Time value: 0.81
Break-even: 72.58
Moneyness: 0.86
Premium: 0.31
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.51
Theta: -0.01
Omega: 3.46
Rho: 0.28
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month  
+4.00%
3 Months
  -28.44%
YTD
  -60.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.700
1M High / 1M Low: 0.780 0.610
6M High / 6M Low: 1.740 0.610
High (YTD): 1/12/2024 1.800
Low (YTD): 7/11/2024 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.717
Avg. volume 1M:   0.000
Avg. price 6M:   1.119
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.68%
Volatility 6M:   87.29%
Volatility 1Y:   -
Volatility 3Y:   -