Soc. Generale Call 500 AVS 21.06..../  DE000SU1R3E0  /

EUWAX
2024-05-27  9:54:25 AM Chg.+0.11 Bid2:06:38 PM Ask2:06:38 PM Underlying Strike price Expiration date Option type
3.38EUR +3.36% 3.26
Bid Size: 20,000
3.29
Ask Size: 20,000
ASM INTL N.V. E... 500.00 EUR 2024-06-21 Call
 

Master data

WKN: SU1R3E
Issuer: Société Générale
Currency: EUR
Underlying: ASM INTL N.V. EO-,04
Type: Warrant
Option type: Call
Strike price: 500.00 EUR
Maturity: 2024-06-21
Issue date: 2023-11-06
Last trading day: 2024-06-21
Ratio: 50:1
Exercise type: European
Quanto: -
Gearing: 3.91
Leverage: Yes

Calculated values

Fair value: 3.39
Intrinsic value: 3.36
Implied volatility: 0.63
Historic volatility: 0.36
Parity: 3.36
Time value: 0.06
Break-even: 671.00
Moneyness: 1.34
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.89%
Delta: 0.97
Theta: -0.21
Omega: 3.78
Rho: 0.33
 

Quote data

Open: 3.38
High: 3.38
Low: 3.38
Previous Close: 3.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.19%
1 Month  
+45.06%
3 Months  
+61.72%
YTD  
+293.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.33 2.96
1M High / 1M Low: 3.33 1.88
6M High / 6M Low: 3.33 0.53
High (YTD): 2024-05-23 3.33
Low (YTD): 2024-01-04 0.53
52W High: - -
52W Low: - -
Avg. price 1W:   3.20
Avg. volume 1W:   0.00
Avg. price 1M:   2.59
Avg. volume 1M:   0.00
Avg. price 6M:   1.61
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.39%
Volatility 6M:   198.31%
Volatility 1Y:   -
Volatility 3Y:   -