Soc. Generale Call 550 AVS 20.09.2024
/ DE000SW9DGF2
Soc. Generale Call 550 AVS 20.09..../ DE000SW9DGF2 /
| 2024-06-06 10:27:15 AM |
Chg.+0.69 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.19EUR |
+27.60% |
-
Bid Size: - |
-
Ask Size: - |
ASM INTL N.V. E... |
550.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW9DGF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-09-20 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.37 |
| Parity: |
2.54 |
| Time value: |
0.61 |
| Break-even: |
707.50 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.81 |
| Theta: |
-0.30 |
| Omega: |
3.49 |
| Rho: |
1.14 |
Quote data
| Open: |
3.19 |
| High: |
3.19 |
| Low: |
3.19 |
| Previous Close: |
2.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
+70.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.61 |
2.40 |
| 1M High / 1M Low: |
2.84 |
1.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
