Soc. Generale Call 550 AVS 21.06.2024
/ DE000SU15L12
Soc. Generale Call 550 AVS 21.06..../ DE000SU15L12 /
2024-05-20 8:06:50 AM |
Chg.+0.03 |
Bid8:44:21 AM |
Ask8:44:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.98EUR |
+1.54% |
2.01 Bid Size: 1,500 |
2.15 Ask Size: 1,500 |
ASM INTL N.V. E... |
550.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SU15L1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-14 |
Last trading day: |
2024-06-21 |
Ratio: |
50:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
6.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.08 |
Intrinsic value: |
2.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.38 |
Parity: |
2.00 |
Time value: |
0.10 |
Break-even: |
655.00 |
Moneyness: |
1.18 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.96% |
Delta: |
0.92 |
Theta: |
-0.24 |
Omega: |
5.68 |
Rho: |
0.46 |
Quote data
Open: |
1.98 |
High: |
1.98 |
Low: |
1.98 |
Previous Close: |
1.95 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.74% |
1 Month |
|
|
+186.96% |
3 Months |
|
|
+44.53% |
YTD |
|
|
+253.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.95 |
1.55 |
1M High / 1M Low: |
1.95 |
0.61 |
6M High / 6M Low: |
1.95 |
0.34 |
High (YTD): |
2024-05-17 |
1.95 |
Low (YTD): |
2024-01-04 |
0.34 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.72 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.98 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
416.35% |
Volatility 6M: |
|
242.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |