Soc. Generale Call 200 AMAT 20.12.2024
/ DE000SU6EYL9
Soc. Generale Call 200 AMAT 20.12.../ DE000SU6EYL9 /
| 2024-06-14 9:46:22 PM |
Chg.+0.030 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.790EUR |
+0.63% |
4.770
Bid Size: 1,000 |
4.780
Ask Size: 1,000 |
Applied Materials In... |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU6EYL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
3.46 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
3.46 |
| Time value: |
1.31 |
| Break-even: |
234.53 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
3.63 |
| Rho: |
0.65 |
Quote data
| Open: |
4.690 |
| High: |
4.820 |
| Low: |
4.540 |
| Previous Close: |
4.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.80% |
| 1 Month |
|
|
+39.24% |
| 3 Months |
|
|
+71.68% |
| YTD |
|
|
+331.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.790 |
4.090 |
| 1M High / 1M Low: |
4.790 |
2.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-14 |
4.790 |
| Low (YTD): |
2024-01-10 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.655 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
