Soc. Generale Call 550 AVS 21.06.2024
/ DE000SU15L12
Soc. Generale Call 550 AVS 21.06..../ DE000SU15L12 /
2024-05-10 12:49:21 PM |
Chg.+0.12 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.56EUR |
+8.33% |
- Bid Size: - |
- Ask Size: - |
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: |
7.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.61 |
Intrinsic value: |
1.44 |
Implied volatility: |
0.37 |
Historic volatility: |
0.38 |
Parity: |
1.44 |
Time value: |
0.16 |
Break-even: |
630.00 |
Moneyness: |
1.13 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
0.63% |
Delta: |
0.86 |
Theta: |
-0.26 |
Omega: |
6.69 |
Rho: |
0.51 |
Quote data
Open: |
1.41 |
High: |
1.56 |
Low: |
1.41 |
Previous Close: |
1.44 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.42% |
1 Month |
|
|
+13.87% |
3 Months |
|
|
+16.42% |
YTD |
|
|
+178.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.58 |
1.34 |
1M High / 1M Low: |
1.79 |
0.61 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-29 |
1.79 |
Low (YTD): |
2024-01-04 |
0.34 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.27 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
466.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |