Soc. Generale Call 48 RNL 21.03.2.../  DE000SU78AU9  /

EUWAX
1/24/2025  9:46:48 AM Chg.+0.040 Bid10:05:02 PM Ask10:05:02 PM Underlying Strike price Expiration date Option type
0.400EUR +11.11% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 48.00 EUR 3/21/2025 Call
 

Master data

WKN: SU78AU
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 3/21/2025
Issue date: 2/12/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.65
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.11
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 0.11
Time value: 0.25
Break-even: 51.60
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.60
Theta: -0.03
Omega: 8.21
Rho: 0.04
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.26%
1 Month  
+42.86%
3 Months  
+90.48%
YTD  
+37.93%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.400 0.310
1M High / 1M Low: 0.400 0.190
6M High / 6M Low: 0.400 0.054
High (YTD): 1/24/2025 0.400
Low (YTD): 1/10/2025 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.298
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.28%
Volatility 6M:   267.58%
Volatility 1Y:   -
Volatility 3Y:   -