Soc. Generale Call 230 AXP 21.06.2024
/ DE000SU6CZM8
Soc. Generale Call 230 AXP 21.06..../ DE000SU6CZM8 /
| 2024-06-04 8:44:58 AM |
Chg.-0.32 |
Bid4:55:26 PM |
Ask4:55:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.85EUR |
-27.35% |
0.99
Bid Size: 45,000 |
1.00
Ask Size: 45,000 |
American Express Com... |
230.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU6CZM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.63 |
| Time value: |
0.32 |
| Break-even: |
220.37 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.70 |
| Theta: |
-0.16 |
| Omega: |
15.91 |
| Rho: |
0.07 |
Quote data
| Open: |
0.85 |
| High: |
0.85 |
| Low: |
0.85 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.41% |
| 1 Month |
|
|
-7.61% |
| 3 Months |
|
|
-3.41% |
| YTD |
|
|
+214.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.73 |
| 1M High / 1M Low: |
1.45 |
0.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-24 |
1.54 |
| Low (YTD): |
2024-01-16 |
0.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
