Soc. Generale Call 150 AMAT 20.12.2024
/ DE000SU2S8J6
Soc. Generale Call 150 AMAT 20.12.../ DE000SU2S8J6 /
2024-06-17 9:50:21 PM |
Chg.+0.490 |
Bid9:59:09 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.140EUR |
+5.66% |
9.150 Bid Size: 1,000 |
- Ask Size: - |
Applied Materials In... |
150.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SU2S8J |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Applied Materials Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-27 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.41 |
Intrinsic value: |
8.13 |
Implied volatility: |
0.49 |
Historic volatility: |
0.31 |
Parity: |
8.13 |
Time value: |
0.49 |
Break-even: |
226.35 |
Moneyness: |
1.58 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.94 |
Theta: |
-0.04 |
Omega: |
2.41 |
Rho: |
0.62 |
Quote data
Open: |
8.500 |
High: |
9.140 |
Low: |
8.500 |
Previous Close: |
8.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+17.18% |
1 Month |
|
|
+43.26% |
3 Months |
|
|
+62.92% |
YTD |
|
|
+200.66% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.650 |
7.800 |
1M High / 1M Low: |
8.650 |
6.230 |
6M High / 6M Low: |
8.650 |
2.150 |
High (YTD): |
2024-06-14 |
8.650 |
Low (YTD): |
2024-01-10 |
2.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.304 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.234 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.262 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.40% |
Volatility 6M: |
|
108.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |