Soc. Generale Call 450 AVS 21.06.2024
/ DE000SU0VT49
Soc. Generale Call 450 AVS 21.06..../ DE000SU0VT49 /
| 28/05/2024 08:42:41 |
Chg.-0.07 |
Bid11:33:51 |
Ask11:33:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.24EUR |
-1.62% |
4.31
Bid Size: 20,000 |
4.34
Ask Size: 20,000 |
ASM INTL N.V. E... |
450.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SU0VT4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
18/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.27 |
| Intrinsic value: |
4.25 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.36 |
| Parity: |
4.25 |
| Time value: |
0.13 |
| Break-even: |
669.00 |
| Moneyness: |
1.47 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
0.69% |
| Delta: |
0.94 |
| Theta: |
-0.51 |
| Omega: |
2.84 |
| Rho: |
0.26 |
Quote data
| Open: |
4.24 |
| High: |
4.24 |
| Low: |
4.24 |
| Previous Close: |
4.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.21% |
| 1 Month |
|
|
+30.86% |
| 3 Months |
|
|
+71.66% |
| YTD |
|
|
+205.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.33 |
4.03 |
| 1M High / 1M Low: |
4.33 |
2.65 |
| 6M High / 6M Low: |
4.33 |
0.88 |
| High (YTD): |
23/05/2024 |
4.33 |
| Low (YTD): |
04/01/2024 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.86% |
| Volatility 6M: |
|
175.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
