Soc. Generale Call 460 ASME 21.06.2024
/ DE000SN3ERP0
Soc. Generale Call 460 ASME 21.06.../ DE000SN3ERP0 /
2024-06-14 12:13:09 PM |
Chg.-1.870 |
Bid9:59:14 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
49.770EUR |
-3.62% |
49.540 Bid Size: 1,000 |
- Ask Size: - |
ASML HOLDING EO -... |
460.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SN3ERP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
460.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-06-15 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
49.33 |
Intrinsic value: |
49.30 |
Implied volatility: |
3.07 |
Historic volatility: |
0.30 |
Parity: |
49.30 |
Time value: |
0.35 |
Break-even: |
956.50 |
Moneyness: |
2.07 |
Premium: |
0.00 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-1.58 |
Omega: |
1.88 |
Rho: |
0.07 |
Quote data
Open: |
51.650 |
High: |
51.650 |
Low: |
49.770 |
Previous Close: |
51.640 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.22% |
1 Month |
|
|
+28.84% |
3 Months |
|
|
+23.07% |
YTD |
|
|
+109.65% |
1 Year |
|
|
+117.24% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
51.640 |
49.770 |
1M High / 1M Low: |
51.640 |
38.540 |
6M High / 6M Low: |
51.640 |
19.120 |
High (YTD): |
2024-06-13 |
51.640 |
Low (YTD): |
2024-01-05 |
19.120 |
52W High: |
2024-06-13 |
51.640 |
52W Low: |
2023-09-26 |
11.460 |
Avg. price 1W: |
|
50.630 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
44.231 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
37.560 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
27.356 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
72.10% |
Volatility 6M: |
|
80.12% |
Volatility 1Y: |
|
83.18% |
Volatility 3Y: |
|
- |