Soc. Generale Call 1050 ASME 20.12.2024
/ DE000SF1HA89
Soc. Generale Call 1050 ASME 20.1.../ DE000SF1HA89 /
2024-06-12 8:52:00 AM |
Chg.0.000 |
Bid2024-06-12 |
Ask2024-06-12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
0.00% |
0.640 Bid Size: 25,000 |
0.660 Ask Size: 25,000 |
ASML HOLDING EO -... |
1,050.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
SF1HA8 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,050.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2021-06-15 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.30 |
Parity: |
-0.87 |
Time value: |
0.66 |
Break-even: |
1,116.00 |
Moneyness: |
0.92 |
Premium: |
0.16 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.01 |
Spread %: |
1.54% |
Delta: |
0.44 |
Theta: |
-0.27 |
Omega: |
6.39 |
Rho: |
1.87 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.47% |
1 Month |
|
|
+82.86% |
3 Months |
|
|
+4.92% |
YTD |
|
|
+611.11% |
1 Year |
|
|
+178.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.590 |
1M High / 1M Low: |
0.640 |
0.290 |
6M High / 6M Low: |
0.890 |
0.056 |
High (YTD): |
2024-03-07 |
0.890 |
Low (YTD): |
2024-01-16 |
0.056 |
52W High: |
2024-03-07 |
0.890 |
52W Low: |
2024-01-16 |
0.056 |
Avg. price 1W: |
|
0.624 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.403 |
Avg. volume 1M: |
|
454.545 |
Avg. price 6M: |
|
0.370 |
Avg. volume 6M: |
|
280 |
Avg. price 1Y: |
|
0.241 |
Avg. volume 1Y: |
|
136.719 |
Volatility 1M: |
|
276.61% |
Volatility 6M: |
|
249.13% |
Volatility 1Y: |
|
200.97% |
Volatility 3Y: |
|
- |