Soc. Generale Call 550 AVS 21.06.2024
/ DE000SU15L12
Soc. Generale Call 550 AVS 21.06..../ DE000SU15L12 /
| 2024-05-27 8:06:43 AM |
Chg.+0.01 |
Bid7:59:21 PM |
Ask7:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
+0.44% |
2.26
Bid Size: 2,000 |
2.44
Ask Size: 2,000 |
ASM INTL N.V. E... |
550.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU15L1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.36 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.36 |
| Parity: |
2.36 |
| Time value: |
0.08 |
| Break-even: |
672.00 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
1.24% |
| Delta: |
0.94 |
| Theta: |
-0.26 |
| Omega: |
5.15 |
| Rho: |
0.35 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.66% |
| 1 Month |
|
|
+52.67% |
| 3 Months |
|
|
+62.41% |
| YTD |
|
|
+308.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
1.98 |
| 1M High / 1M Low: |
2.36 |
1.11 |
| 6M High / 6M Low: |
2.36 |
0.34 |
| High (YTD): |
2024-05-23 |
2.36 |
| Low (YTD): |
2024-01-04 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.00% |
| Volatility 6M: |
|
242.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
