Soc. Generale Call 80 EW 20.09.2024
/ DE000SU2MAJ5
Soc. Generale Call 80 EW 20.09.20.../ DE000SU2MAJ5 /
| 2024-05-30 8:36:33 AM |
Chg.+0.02 |
Bid12:07:24 PM |
Ask12:07:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+1.83% |
1.10
Bid Size: 7,000 |
1.18
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: |
7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.26 |
| Parity: |
0.65 |
| Time value: |
0.50 |
| Break-even: |
85.57 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
4.90 |
| Rho: |
0.14 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.57% |
| 1 Month |
|
|
-8.26% |
| 3 Months |
|
|
-20.71% |
| YTD |
|
|
+0.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.09 |
| 1M High / 1M Low: |
1.42 |
1.08 |
| 6M High / 6M Low: |
2.03 |
0.72 |
| High (YTD): |
2024-03-28 |
2.03 |
| Low (YTD): |
2024-01-25 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.21% |
| Volatility 6M: |
|
118.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
