Soc. Generale Call 65 EW 20.09.2024
/ DE000SU2MAF3
Soc. Generale Call 65 EW 20.09.20.../ DE000SU2MAF3 /
2024-05-30 9:46:54 PM |
Chg.+0.070 |
Bid9:59:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.280EUR |
+3.17% |
2.280 Bid Size: 5,000 |
- Ask Size: - |
Edwards Lifesciences... |
65.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
SU2MAF |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Edwards Lifesciences Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-22 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.12 |
Intrinsic value: |
2.04 |
Implied volatility: |
0.43 |
Historic volatility: |
0.26 |
Parity: |
2.04 |
Time value: |
0.15 |
Break-even: |
82.08 |
Moneyness: |
1.34 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.92 |
Theta: |
-0.02 |
Omega: |
3.37 |
Rho: |
0.16 |
Quote data
Open: |
2.100 |
High: |
2.330 |
Low: |
2.090 |
Previous Close: |
2.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.44% |
1 Month |
|
|
+3.17% |
3 Months |
|
|
-3.80% |
YTD |
|
|
+20.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.290 |
2.190 |
1M High / 1M Low: |
2.560 |
2.150 |
6M High / 6M Low: |
3.090 |
1.320 |
High (YTD): |
2024-04-02 |
3.090 |
Low (YTD): |
2024-01-24 |
1.540 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.240 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.315 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.284 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.02% |
Volatility 6M: |
|
87.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |