Soc. Generale Call 400 AVS 21.06.2024
/ DE000SU0VT31
Soc. Generale Call 400 AVS 21.06..../ DE000SU0VT31 /
| 2024-06-14 8:46:51 AM |
Chg.-0.18 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.76EUR |
-3.03% |
-
Bid Size: - |
-
Ask Size: - |
ASM INTL N.V. E... |
400.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU0VT3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
2.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.52 |
| Intrinsic value: |
5.52 |
| Implied volatility: |
2.56 |
| Historic volatility: |
0.36 |
| Parity: |
5.52 |
| Time value: |
0.08 |
| Break-even: |
680.00 |
| Moneyness: |
1.69 |
| Premium: |
0.01 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.03 |
| Spread %: |
0.54% |
| Delta: |
0.96 |
| Theta: |
-1.60 |
| Omega: |
2.32 |
| Rho: |
0.06 |
Quote data
| Open: |
5.76 |
| High: |
5.76 |
| Low: |
5.76 |
| Previous Close: |
5.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.78% |
| 1 Month |
|
|
+19.75% |
| 3 Months |
|
|
+72.46% |
| YTD |
|
|
+180.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.94 |
5.59 |
| 1M High / 1M Low: |
5.94 |
4.75 |
| 6M High / 6M Low: |
5.94 |
1.41 |
| High (YTD): |
2024-06-13 |
5.94 |
| Low (YTD): |
2024-01-04 |
1.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.80% |
| Volatility 6M: |
|
136.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
