Soc. Generale Call 50 SAX 21.03.2.../  DE000SU790B9  /

EUWAX
1/24/2025  6:09:25 PM Chg.+0.050 Bid10:05:06 PM Ask10:05:06 PM Underlying Strike price Expiration date Option type
0.810EUR +6.58% -
Bid Size: -
-
Ask Size: -
STROEER SE + CO. KGA... 50.00 - 3/21/2025 Call
 

Master data

WKN: SU790B
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 3/21/2025
Issue date: 2/13/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.75
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.67
Implied volatility: 0.49
Historic volatility: 0.29
Parity: 0.67
Time value: 0.17
Break-even: 58.40
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 2.44%
Delta: 0.78
Theta: -0.03
Omega: 5.27
Rho: 0.05
 

Quote data

Open: 0.770
High: 0.820
Low: 0.770
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.90%
1 Month  
+478.57%
3 Months     0.00%
YTD  
+523.08%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.810 0.640
1M High / 1M Low: 0.810 0.090
6M High / 6M Low: 1.600 0.090
High (YTD): 1/24/2025 0.810
Low (YTD): 1/6/2025 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   0.431
Avg. volume 1M:   0.000
Avg. price 6M:   0.757
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,616.92%
Volatility 6M:   1,031.36%
Volatility 1Y:   -
Volatility 3Y:   -