Soc. Generale Call 200 AMAT 17.01.2025
/ DE000SU6E004
Soc. Generale Call 200 AMAT 17.01.../ DE000SU6E004 /
| 2024-06-14 9:37:02 PM |
Chg.+0.070 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.960EUR |
+1.43% |
4.930
Bid Size: 1,000 |
4.940
Ask Size: 1,000 |
Applied Materials In... |
200.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SU6E00 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.40 |
| Intrinsic value: |
3.46 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
3.46 |
| Time value: |
1.46 |
| Break-even: |
236.03 |
| Moneyness: |
1.19 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
3.50 |
| Rho: |
0.73 |
Quote data
| Open: |
4.850 |
| High: |
5.000 |
| Low: |
4.690 |
| Previous Close: |
4.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.57% |
| 1 Month |
|
|
+38.16% |
| 3 Months |
|
|
+68.14% |
| YTD |
|
|
+309.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.960 |
4.250 |
| 1M High / 1M Low: |
4.960 |
3.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-14 |
4.960 |
| Low (YTD): |
2024-01-15 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.802 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
