Soc. Generale Call 400 ALFA 21.06.2024
/ DE000SU517Q4
Soc. Generale Call 400 ALFA 21.06.../ DE000SU517Q4 /
| 2024-05-17 8:47:39 AM |
Chg.-0.050 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-6.76% |
-
Bid Size: - |
-
Ask Size: - |
Alfa Laval AB |
400.00 SEK |
2024-06-21 |
Call |
Master data
| WKN: |
SU517Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Alfa Laval AB |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 SEK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.25 |
| Parity: |
0.70 |
| Time value: |
0.05 |
| Break-even: |
41.85 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.93 |
| Rho: |
0.03 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.99% |
| 1 Month |
|
|
+155.56% |
| 3 Months |
|
|
+392.86% |
| YTD |
|
|
+115.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.670 |
| 1M High / 1M Low: |
0.740 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-16 |
0.740 |
| Low (YTD): |
2024-02-12 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.522 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
