Soc. Generale Call 850 AVGO 16.01.../  DE000SU26L43  /

EUWAX
2024-05-31  12:31:22 PM Chg.-2.14 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
53.21EUR -3.87% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 850.00 USD 2026-01-16 Call
 

Master data

WKN: SU26L4
Issuer: Société Générale
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 850.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-05
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.39
Leverage: Yes

Calculated values

Fair value: 50.56
Intrinsic value: 44.11
Implied volatility: 0.35
Historic volatility: 0.31
Parity: 44.11
Time value: 7.22
Break-even: 1,296.82
Moneyness: 1.56
Premium: 0.06
Premium p.a.: 0.04
Spread abs.: 0.23
Spread %: 0.45%
Delta: 0.91
Theta: -0.13
Omega: 2.18
Rho: 9.87
 

Quote data

Open: 53.51
High: 53.51
Low: 53.21
Previous Close: 55.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.49%
1 Month  
+14.43%
3 Months  
+6.33%
YTD  
+54.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 57.49 53.21
1M High / 1M Low: 60.04 44.37
6M High / 6M Low: - -
High (YTD): 2024-05-16 60.04
Low (YTD): 2024-01-05 29.74
52W High: - -
52W Low: - -
Avg. price 1W:   56.18
Avg. volume 1W:   0.00
Avg. price 1M:   53.94
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -