Soc. Generale Call 1500 AVGO 16.0.../  DE000SU6FFS0  /

EUWAX
2024-05-02  10:21:40 AM Chg.-3.49 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
16.05EUR -17.86% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 1,500.00 USD 2026-01-16 Call
 

Master data

WKN: SU6FFS
Issuer: Société Générale
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 1,500.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-29
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.42
Leverage: Yes

Calculated values

Fair value: 14.71
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.34
Parity: -23.99
Time value: 15.63
Break-even: 1,555.94
Moneyness: 0.83
Premium: 0.34
Premium p.a.: 0.19
Spread abs.: 0.15
Spread %: 0.97%
Delta: 0.49
Theta: -0.21
Omega: 3.60
Rho: 6.95
 

Quote data

Open: 15.97
High: 16.05
Low: 15.97
Previous Close: 19.54
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.93%
1 Month
  -17.99%
3 Months  
+28.50%
YTD  
+59.07%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 20.29 16.05
1M High / 1M Low: 22.96 14.73
6M High / 6M Low: - -
High (YTD): 2024-03-04 24.50
Low (YTD): 2024-01-05 7.52
52W High: - -
52W Low: - -
Avg. price 1W:   18.48
Avg. volume 1W:   0.00
Avg. price 1M:   18.79
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -