Soc. Generale Call 650 AVS 20.09.2024
/ DE000SU9L1Z7
Soc. Generale Call 650 AVS 20.09..../ DE000SU9L1Z7 /
2024-06-07 8:10:58 AM |
Chg.-0.12 |
Bid9:44:03 AM |
Ask9:44:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.49EUR |
-7.45% |
1.58 Bid Size: 30,000 |
1.59 Ask Size: 30,000 |
ASM INTL N.V. E... |
650.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
SU9L1Z |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
650.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-20 |
Last trading day: |
2024-09-20 |
Ratio: |
50:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
8.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.43 |
Historic volatility: |
0.37 |
Parity: |
0.50 |
Time value: |
1.06 |
Break-even: |
728.00 |
Moneyness: |
1.04 |
Premium: |
0.08 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
0.65% |
Delta: |
0.63 |
Theta: |
-0.32 |
Omega: |
5.43 |
Rho: |
0.99 |
Quote data
Open: |
1.49 |
High: |
1.49 |
Low: |
1.49 |
Previous Close: |
1.61 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+29.57% |
1 Month |
|
|
+69.32% |
3 Months |
|
|
+61.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.61 |
1.14 |
1M High / 1M Low: |
1.61 |
0.88 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |