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Soc. Generale Call 900 ASME 20.12.../  DE000SF1HA55  /

EUWAX
2024-04-19  8:14:47 AM Chg.-0.170 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.720EUR -19.10% -
Bid Size: -		 -
Ask Size: -		 ASML HOLDING EO -... 900.00 EUR 2024-12-20 Call
 

Master data

WKN: SF1HA5
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 900.00 EUR
Maturity: 2024-12-20
Issue date: 2021-06-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 10.91
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.29
Parity: -0.60
Time value: 0.77
Break-even: 977.00
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.49
Theta: -0.22
Omega: 5.38
Rho: 2.26
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.75%
1 Month
  -25.77%
3 Months  
+242.86%
YTD  
+227.27%
1 Year  
+200.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.280 0.840
1M High / 1M Low: 1.280 0.840
6M High / 6M Low: 1.570 0.100
High (YTD): 2024-03-08 1.570
Low (YTD): 2024-01-16 0.140
52W High: 2024-03-08 1.570
52W Low: 2023-09-26 0.096
Avg. price 1W:   1.080
Avg. volume 1W:   0.000
Avg. price 1M:   1.104
Avg. volume 1M:   50
Avg. price 6M:   0.551
Avg. volume 6M:   8.333
Avg. price 1Y:   0.403
Avg. volume 1Y:   43.164
Volatility 1M:   136.47%
Volatility 6M:   205.00%
Volatility 1Y:   179.19%
Volatility 3Y:   -