Soc. Generale Call 72 SHL 19.12.2.../  DE000SU79ZE8  /

Frankfurt Zert./SG
9/6/2024  9:45:47 PM Chg.-0.007 Bid9/6/2024 Ask9/6/2024 Underlying Strike price Expiration date Option type
0.090EUR -7.22% 0.090
Bid Size: 20,000
0.100
Ask Size: 20,000
SIEMENS HEALTH.AG NA... 72.00 EUR 12/19/2025 Call
 

Master data

WKN: SU79ZE
Issuer: Société Générale
Currency: EUR
Underlying: SIEMENS HEALTH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 72.00 EUR
Maturity: 12/19/2025
Issue date: 2/13/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 51.57
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -2.15
Time value: 0.10
Break-even: 72.98
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 11.36%
Delta: 0.16
Theta: 0.00
Omega: 8.00
Rho: 0.09
 

Quote data

Open: 0.095
High: 0.096
Low: 0.089
Previous Close: 0.097
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month  
+5.88%
3 Months
  -66.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.090
1M High / 1M Low: 0.130 0.085
6M High / 6M Low: 0.410 0.076
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.50%
Volatility 6M:   119.47%
Volatility 1Y:   -
Volatility 3Y:   -