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Soc. Generale Call 900 UU2 20.06..../  DE000SU2YMU2  /

EUWAX
23/12/2024  09:42:51 Chg.-0.03 Bid19:51:52 Ask19:51:52 Underlying Strike price Expiration date Option type
1.61EUR -1.83% 1.69
Bid Size: 70,000		 1.72
Ask Size: 70,000		 BLACKROCK INC. ... 900.00 - 20/06/2025 Call
 

Master data

WKN: SU2YMU
Issuer: Société Générale
Currency: EUR
Underlying: BLACKROCK INC. O.N.
Type: Warrant
Option type: Call
Strike price: 900.00 -
Maturity: 20/06/2025
Issue date: 29/11/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.05
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.86
Implied volatility: 0.41
Historic volatility: 0.17
Parity: 0.86
Time value: 0.77
Break-even: 1,063.00
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 1.88%
Delta: 0.69
Theta: -0.32
Omega: 4.20
Rho: 2.56
 

Quote data

Open: 1.55
High: 1.61
Low: 1.55
Previous Close: 1.64
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.26%
1 Month  
+1.26%
3 Months  
+76.92%
YTD  
+103.80%
1 Year  
+123.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.90 1.58
1M High / 1M Low: 1.90 1.46
6M High / 6M Low: 1.90 0.39
High (YTD): 16/12/2024 1.90
Low (YTD): 12/06/2024 0.35
52W High: 16/12/2024 1.90
52W Low: 12/06/2024 0.35
Avg. price 1W:   1.70
Avg. volume 1W:   80
Avg. price 1M:   1.65
Avg. volume 1M:   47.70
Avg. price 6M:   1.01
Avg. volume 6M:   7.34
Avg. price 1Y:   0.79
Avg. volume 1Y:   3.76
Volatility 1M:   101.68%
Volatility 6M:   106.84%
Volatility 1Y:   100.92%
Volatility 3Y:   -