Soc. Generale Call 32 UBSG 21.03..../  DE000SU9ABY2  /

EUWAX
1/23/2025  9:50:19 AM Chg.-0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.110EUR -15.38% -
Bid Size: -
-
Ask Size: -
UBS GROUP N 32.00 CHF 3/21/2025 Call
 

Master data

WKN: SU9ABY
Issuer: Société Générale
Currency: EUR
Underlying: UBS GROUP N
Type: Warrant
Option type: Call
Strike price: 32.00 CHF
Maturity: 3/21/2025
Issue date: 2/13/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.63
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.06
Time value: 0.13
Break-even: 35.20
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.48
Theta: -0.01
Omega: 12.20
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+64.18%
1 Month  
+1000.00%
3 Months  
+96.43%
YTD  
+746.15%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.067
1M High / 1M Low: 0.130 0.010
6M High / 6M Low: 0.130 0.007
High (YTD): 1/22/2025 0.130
Low (YTD): 1/2/2025 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.040
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   391.70%
Volatility 6M:   419.33%
Volatility 1Y:   -
Volatility 3Y:   -