Soc. Generale Call 650 AVS 21.06..../  DE000SU7HQ68  /

EUWAX
2024-05-27  9:57:57 AM Chg.+0.040 Bid2:24:44 PM Ask2:24:44 PM Underlying Strike price Expiration date Option type
0.690EUR +6.15% 0.610
Bid Size: 35,000
0.620
Ask Size: 35,000
ASM INTL N.V. E... 650.00 EUR 2024-06-21 Call
 

Master data

WKN: SU7HQ6
Issuer: Société Générale
Currency: EUR
Underlying: ASM INTL N.V. EO-,04
Type: Warrant
Option type: Call
Strike price: 650.00 EUR
Maturity: 2024-06-21
Issue date: 2024-01-26
Last trading day: 2024-06-21
Ratio: 50:1
Exercise type: European
Quanto: -
Gearing: 18.56
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.36
Implied volatility: 0.36
Historic volatility: 0.36
Parity: 0.36
Time value: 0.36
Break-even: 686.00
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.64
Theta: -0.51
Omega: 11.94
Rho: 0.27
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.29%
1 Month  
+46.81%
3 Months  
+6.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.510
1M High / 1M Low: 0.700 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.460
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   285.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -