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Soc. Generale Call 700 ASME 20.12.../  DE000SF1HA14  /

EUWAX
2024-04-19  8:14:47 AM Chg.-0.26 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.77EUR -12.81% -
Bid Size: -		 -
Ask Size: -		 ASML HOLDING EO -... 700.00 EUR 2024-12-20 Call
 

Master data

WKN: SF1HA1
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 700.00 EUR
Maturity: 2024-12-20
Issue date: 2021-06-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 4.54
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.40
Implied volatility: 0.34
Historic volatility: 0.29
Parity: 1.40
Time value: 0.45
Break-even: 885.00
Moneyness: 1.20
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.54%
Delta: 0.81
Theta: -0.18
Omega: 3.70
Rho: 3.35
 

Quote data

Open: 1.77
High: 1.77
Low: 1.77
Previous Close: 2.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.70%
1 Month
  -19.55%
3 Months  
+115.85%
YTD  
+121.25%
1 Year  
+200.00%
3 Years     -
5 Years     -
1W High / 1W Low: 2.61 1.77
1M High / 1M Low: 2.63 1.77
6M High / 6M Low: 2.95 0.32
High (YTD): 2024-03-08 2.95
Low (YTD): 2024-01-05 0.56
52W High: 2024-03-08 2.95
52W Low: 2023-09-26 0.29
Avg. price 1W:   2.14
Avg. volume 1W:   0.00
Avg. price 1M:   2.35
Avg. volume 1M:   0.00
Avg. price 6M:   1.36
Avg. volume 6M:   131.75
Avg. price 1Y:   1.02
Avg. volume 1Y:   68.57
Volatility 1M:   111.65%
Volatility 6M:   140.23%
Volatility 1Y:   134.82%
Volatility 3Y:   -