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Soc. Generale Call 75 EW 20.09.20.../  DE000SU2MAH9  /

Frankfurt Zert./SG
2024-05-28  9:40:05 PM Chg.-0.020 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
1.480EUR -1.33% 1.480
Bid Size: 6,000		 1.490
Ask Size: 6,000		 Edwards Lifesciences... 75.00 USD 2024-09-20 Call
 

Master data

WKN: SU2MAH
Issuer: Société Générale
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 75.00 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: 5.26
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.20
Implied volatility: 0.44
Historic volatility: 0.26
Parity: 1.20
Time value: 0.34
Break-even: 84.45
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.65%
Delta: 0.79
Theta: -0.03
Omega: 4.17
Rho: 0.15
 

Quote data

Open: 1.450
High: 1.550
Low: 1.420
Previous Close: 1.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.91%
1 Month
  -11.38%
3 Months
  -15.91%
YTD  
+10.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.760 1.500
1M High / 1M Low: 1.810 1.440
6M High / 6M Low: 2.370 0.830
High (YTD): 2024-03-28 2.370
Low (YTD): 2024-01-24 1.030
52W High: - -
52W Low: - -
Avg. price 1W:   1.620
Avg. volume 1W:   0.000
Avg. price 1M:   1.597
Avg. volume 1M:   0.000
Avg. price 6M:   1.636
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.90%
Volatility 6M:   108.25%
Volatility 1Y:   -
Volatility 3Y:   -