Soc. Generale Call 170 AMAT 20.09.2024
/ DE000SW1YRF2
Soc. Generale Call 170 AMAT 20.09.../ DE000SW1YRF2 /
| 2024-06-14 9:36:00 PM |
Chg.+0.060 |
Bid9:59:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.610EUR |
+0.92% |
6.560
Bid Size: 1,000 |
-
Ask Size: - |
Applied Materials In... |
170.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YRF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.43 |
| Intrinsic value: |
6.26 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
6.26 |
| Time value: |
0.29 |
| Break-even: |
224.31 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
3.19 |
| Rho: |
0.38 |
Quote data
| Open: |
6.430 |
| High: |
6.620 |
| Low: |
6.260 |
| Previous Close: |
6.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.35% |
| 1 Month |
|
|
+36.85% |
| 3 Months |
|
|
+72.14% |
| YTD |
|
|
+286.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.610 |
5.780 |
| 1M High / 1M Low: |
6.610 |
4.270 |
| 6M High / 6M Low: |
6.610 |
1.040 |
| High (YTD): |
2024-06-14 |
6.610 |
| Low (YTD): |
2024-01-10 |
1.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.530 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.62% |
| Volatility 6M: |
|
151.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
