Soc. Generale Call 400 AVS 21.06.2024
/ DE000SU0VT31
Soc. Generale Call 400 AVS 21.06..../ DE000SU0VT31 /
| 2024-05-27 8:43:16 AM |
Chg.+0.06 |
Bid1:03:52 PM |
Ask1:03:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.30EUR |
+1.15% |
5.30
Bid Size: 20,000 |
5.33
Ask Size: 20,000 |
ASM INTL N.V. E... |
400.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU0VT3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
2.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.38 |
| Intrinsic value: |
5.36 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.36 |
| Parity: |
5.36 |
| Time value: |
0.04 |
| Break-even: |
670.00 |
| Moneyness: |
1.67 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
0.56% |
| Delta: |
0.99 |
| Theta: |
-0.15 |
| Omega: |
2.44 |
| Rho: |
0.27 |
Quote data
| Open: |
5.30 |
| High: |
5.30 |
| Low: |
5.30 |
| Previous Close: |
5.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.94% |
| 1 Month |
|
|
+26.19% |
| 3 Months |
|
|
+48.04% |
| YTD |
|
|
+158.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.33 |
4.91 |
| 1M High / 1M Low: |
5.33 |
3.59 |
| 6M High / 6M Low: |
5.33 |
1.41 |
| High (YTD): |
2024-05-23 |
5.33 |
| Low (YTD): |
2024-01-04 |
1.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.78% |
| Volatility 6M: |
|
138.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
