Soc. Generale Call 70 EW 20.09.2024
/ DE000SU2MAG1
Soc. Generale Call 70 EW 20.09.20.../ DE000SU2MAG1 /
| 2024-06-03 8:36:57 AM |
Chg.-0.06 |
Bid7:13:47 PM |
Ask7:13:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
-3.28% |
1.83
Bid Size: 45,000 |
1.84
Ask Size: 45,000 |
Edwards Lifesciences... |
70.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU2MAG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.26 |
| Parity: |
1.56 |
| Time value: |
0.27 |
| Break-even: |
82.80 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
3.67 |
| Rho: |
0.15 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.32% |
| 1 Month |
|
|
+0.57% |
| 3 Months |
|
|
-7.33% |
| YTD |
|
|
+11.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.74 |
| 1M High / 1M Low: |
2.11 |
1.72 |
| 6M High / 6M Low: |
2.71 |
1.10 |
| High (YTD): |
2024-03-28 |
2.71 |
| Low (YTD): |
2024-01-25 |
1.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.66% |
| Volatility 6M: |
|
94.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
