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Soc. Generale Call 950 UU2 17.01..../  DE000SU6E012  /

Frankfurt Zert./SG
2024-12-23  3:42:23 PM Chg.-0.020 Bid4:18:22 PM Ask4:18:22 PM Underlying Strike price Expiration date Option type
0.870EUR -2.25% 0.860
Bid Size: 60,000		 0.890
Ask Size: 60,000		 BLACKROCK INC. ... 950.00 - 2025-01-17 Call
 

Master data

WKN: SU6E01
Issuer: Société Générale
Currency: EUR
Underlying: BLACKROCK INC. O.N.
Type: Warrant
Option type: Call
Strike price: 950.00 -
Maturity: 2025-01-17
Issue date: 2023-12-29
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.33
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.36
Implied volatility: 0.66
Historic volatility: 0.17
Parity: 0.36
Time value: 0.51
Break-even: 1,037.00
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 1.09
Spread abs.: 0.03
Spread %: 3.57%
Delta: 0.62
Theta: -1.33
Omega: 7.06
Rho: 0.36
 

Quote data

Open: 0.820
High: 0.880
Low: 0.820
Previous Close: 0.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.68%
1 Month
  -12.12%
3 Months  
+85.11%
YTD  
+85.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 0.810
1M High / 1M Low: 1.220 0.790
6M High / 6M Low: 1.220 0.120
High (YTD): 2024-12-11 1.220
Low (YTD): 2024-06-11 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.940
Avg. volume 1W:   0.000
Avg. price 1M:   0.964
Avg. volume 1M:   0.000
Avg. price 6M:   0.522
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.18%
Volatility 6M:   155.53%
Volatility 1Y:   -
Volatility 3Y:   -