Soc. Generale Call 700 EMSN 20.12.../  DE000SU23GP2  /

EUWAX
26/07/2024  08:49:11 Chg.-0.040 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.360EUR -10.00% -
Bid Size: -
-
Ask Size: -
EMS-CHEMIE N 700.00 CHF 20/12/2024 Call
 

Master data

WKN: SU23GP
Issuer: Société Générale
Currency: EUR
Underlying: EMS-CHEMIE N
Type: Warrant
Option type: Call
Strike price: 700.00 CHF
Maturity: 20/12/2024
Issue date: 01/12/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.71
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.20
Implied volatility: 0.18
Historic volatility: 0.20
Parity: 0.20
Time value: 0.31
Break-even: 780.68
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 6.25%
Delta: 0.66
Theta: -0.15
Omega: 9.77
Rho: 1.79
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -38.98%
3 Months
  -34.55%
YTD
  -32.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.360
1M High / 1M Low: 0.840 0.360
6M High / 6M Low: 0.880 0.120
High (YTD): 16/05/2024 0.880
Low (YTD): 06/03/2024 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.544
Avg. volume 1M:   0.000
Avg. price 6M:   0.472
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.27%
Volatility 6M:   171.80%
Volatility 1Y:   -
Volatility 3Y:   -