Soc. Generale Call 490 IDXX 21.06.2024
/ DE000SU5L688
Soc. Generale Call 490 IDXX 21.06.../ DE000SU5L688 /
2024-05-21 3:26:40 PM |
Chg.-0.630 |
Bid3:41:38 PM |
Ask3:41:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.680EUR |
-14.62% |
4.180 Bid Size: 8,000 |
4.370 Ask Size: 8,000 |
IDEXX Laboratories I... |
490.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SU5L68 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
IDEXX Laboratories Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
490.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-12 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.11 |
Intrinsic value: |
3.69 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
3.69 |
Time value: |
0.78 |
Break-even: |
495.88 |
Moneyness: |
1.08 |
Premium: |
0.02 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.19 |
Spread %: |
4.44% |
Delta: |
0.79 |
Theta: |
-0.27 |
Omega: |
8.67 |
Rho: |
0.29 |
Quote data
Open: |
3.810 |
High: |
3.940 |
Low: |
3.680 |
Previous Close: |
4.310 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.87% |
1 Month |
|
|
+83.08% |
3 Months |
|
|
-54.17% |
YTD |
|
|
-59.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.770 |
3.750 |
1M High / 1M Low: |
5.770 |
1.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-08 |
9.910 |
Low (YTD): |
2024-05-06 |
1.260 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.888 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.981 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
410.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |