Soc. Generale Call 80 EW 20.09.2024
/ DE000SU2MAJ5
Soc. Generale Call 80 EW 20.09.20.../ DE000SU2MAJ5 /
| 2024-05-28 8:34:48 AM |
Chg.-0.05 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-4.20% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.56% |
| 1 Month |
|
|
-17.99% |
| 3 Months |
|
|
-18.57% |
| YTD |
|
|
+3.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.17 |
| 1M High / 1M Low: |
1.42 |
1.08 |
| 6M High / 6M Low: |
2.03 |
0.68 |
| High (YTD): |
2024-03-28 |
2.03 |
| Low (YTD): |
2024-01-25 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.55% |
| Volatility 6M: |
|
118.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
