Soc. Generale Call 530 IDXX 21.06.2024
/ DE000SU5L7A1
Soc. Generale Call 530 IDXX 21.06.../ DE000SU5L7A1 /
| 2024-05-21 12:01:40 PM |
Chg.-0.240 |
Bid12:50:09 PM |
Ask12:50:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
-14.91% |
1.370
Bid Size: 2,200 |
1.970
Ask Size: 2,200 |
IDEXX Laboratories I... |
530.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU5L7A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
IDEXX Laboratories Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
530.00 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: |
28.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
0.01 |
| Time value: |
1.72 |
| Break-even: |
505.31 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.13 |
| Spread %: |
8.13% |
| Delta: |
0.53 |
| Theta: |
-0.29 |
| Omega: |
15.03 |
| Rho: |
0.21 |
Quote data
| Open: |
1.300 |
| High: |
1.370 |
| Low: |
1.290 |
| Previous Close: |
1.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.86% |
| 1 Month |
|
|
+52.22% |
| 3 Months |
|
|
-74.44% |
| YTD |
|
|
-79.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.780 |
1.440 |
| 1M High / 1M Low: |
2.780 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-05 |
7.050 |
| Low (YTD): |
2024-05-06 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
576.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
