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Soc. Generale Call 80 EW 20.09.20.../  DE000SU2MAJ5  /

Frankfurt Zert./SG
2024-05-28  9:51:00 PM Chg.-0.010 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
1.160EUR -0.85% 1.160
Bid Size: 7,000		 1.170
Ask Size: 7,000		 Edwards Lifesciences... 80.00 USD 2024-09-20 Call
 

Master data

WKN: SU2MAJ
Issuer: Société Générale
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 80.00 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: 6.64
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.73
Implied volatility: 0.43
Historic volatility: 0.26
Parity: 0.73
Time value: 0.49
Break-even: 85.86
Moneyness: 1.10
Premium: 0.06
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.83%
Delta: 0.71
Theta: -0.03
Omega: 4.74
Rho: 0.14
 

Quote data

Open: 1.120
High: 1.160
Low: 1.110
Previous Close: 1.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.73%
1 Month
  -13.43%
3 Months
  -22.15%
YTD  
+4.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 1.170
1M High / 1M Low: 1.470 1.130
6M High / 6M Low: 2.040 0.690
High (YTD): 2024-03-28 2.040
Low (YTD): 2024-01-24 0.820
52W High: - -
52W Low: - -
Avg. price 1W:   1.286
Avg. volume 1W:   0.000
Avg. price 1M:   1.276
Avg. volume 1M:   0.000
Avg. price 6M:   1.364
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.23%
Volatility 6M:   118.15%
Volatility 1Y:   -
Volatility 3Y:   -