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Soc. Generale Call 850 ASME 20.12.../  DE000SF1HA48  /

EUWAX
2024-05-17  10:21:39 AM Chg.-0.080 Bid9:34:49 PM Ask9:34:49 PM Underlying Strike price Expiration date Option type
0.890EUR -8.25% 0.930
Bid Size: 9,000		 0.950
Ask Size: 9,000		 ASML HOLDING EO -... 850.00 EUR 2024-12-20 Call
 

Master data

WKN: SF1HA4
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 850.00 EUR
Maturity: 2024-12-20
Issue date: 2021-06-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 9.14
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.09
Implied volatility: 0.31
Historic volatility: 0.30
Parity: 0.09
Time value: 0.85
Break-even: 944.00
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 4.44%
Delta: 0.60
Theta: -0.22
Omega: 5.51
Rho: 2.52
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.00%
1 Month
  -14.42%
3 Months
  -27.64%
YTD  
+187.10%
1 Year  
+134.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.910
1M High / 1M Low: 1.110 0.830
6M High / 6M Low: 1.860 0.190
High (YTD): 2024-03-08 1.860
Low (YTD): 2024-01-17 0.210
52W High: 2024-03-08 1.860
52W Low: 2023-09-26 0.130
Avg. price 1W:   0.974
Avg. volume 1W:   0.000
Avg. price 1M:   0.960
Avg. volume 1M:   0.000
Avg. price 6M:   0.828
Avg. volume 6M:   251.613
Avg. price 1Y:   0.564
Avg. volume 1Y:   131.348
Volatility 1M:   148.49%
Volatility 6M:   183.75%
Volatility 1Y:   166.39%
Volatility 3Y:   -