Soc. Generale Call 42 RNL 21.03.2.../  DE000SU78AR5  /

EUWAX
1/24/2025  9:46:48 AM Chg.+0.070 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.870EUR +8.75% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 42.00 EUR 3/21/2025 Call
 

Master data

WKN: SU78AR
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 3/21/2025
Issue date: 2/12/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.07
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.71
Implied volatility: 0.46
Historic volatility: 0.28
Parity: 0.71
Time value: 0.10
Break-even: 50.10
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.84
Theta: -0.02
Omega: 5.10
Rho: 0.05
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.10%
1 Month  
+35.94%
3 Months  
+89.13%
YTD  
+31.82%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.870 0.720
1M High / 1M Low: 0.870 0.500
6M High / 6M Low: 0.870 0.160
High (YTD): 1/24/2025 0.870
Low (YTD): 1/10/2025 0.500
52W High: - -
52W Low: - -
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   0.685
Avg. volume 1M:   0.000
Avg. price 6M:   0.423
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.47%
Volatility 6M:   196.56%
Volatility 1Y:   -
Volatility 3Y:   -