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Soc. Generale Call 650 ASME 20.12.../  DE000SF1HA06  /

Frankfurt Zert./SG
2024-05-07  11:06:38 AM Chg.+0.020 Bid11:44:46 AM Ask11:44:46 AM Underlying Strike price Expiration date Option type
2.320EUR +0.87% 2.330
Bid Size: 20,000		 2.340
Ask Size: 20,000		 ASML HOLDING EO -... 650.00 EUR 2024-12-20 Call
 

Master data

WKN: SF1HA0
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 650.00 EUR
Maturity: 2024-12-20
Issue date: 2021-06-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.60
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 1.97
Implied volatility: 0.40
Historic volatility: 0.30
Parity: 1.97
Time value: 0.38
Break-even: 885.00
Moneyness: 1.30
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.86
Theta: -0.19
Omega: 3.09
Rho: 3.05
 

Quote data

Open: 2.290
High: 2.320
Low: 2.280
Previous Close: 2.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.95%
1 Month
  -17.44%
3 Months
  -4.13%
YTD  
+114.81%
1 Year  
+179.52%
3 Years     -
5 Years     -
1W High / 1W Low: 2.300 1.950
1M High / 1M Low: 2.970 1.950
6M High / 6M Low: 3.320 0.620
High (YTD): 2024-03-07 3.320
Low (YTD): 2024-01-05 0.790
52W High: 2024-03-07 3.320
52W Low: 2023-09-26 0.420
Avg. price 1W:   2.138
Avg. volume 1W:   0.000
Avg. price 1M:   2.435
Avg. volume 1M:   0.000
Avg. price 6M:   1.807
Avg. volume 6M:   95.161
Avg. price 1Y:   1.324
Avg. volume 1Y:   48.039
Volatility 1M:   121.19%
Volatility 6M:   117.32%
Volatility 1Y:   120.92%
Volatility 3Y:   -