Soc. Generale Call 500 AVS 21.06.2024
/ DE000SU1R3E0
Soc. Generale Call 500 AVS 21.06..../ DE000SU1R3E0 /
| 2024-06-17 9:59:43 AM |
Chg.+0.01 |
Bid11:37:43 AM |
Ask11:37:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.87EUR |
+0.26% |
3.83
Bid Size: 20,000 |
3.86
Ask Size: 20,000 |
ASM INTL N.V. E... |
500.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU1R3E |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.52 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
2.05 |
| Historic volatility: |
0.37 |
| Parity: |
3.52 |
| Time value: |
0.09 |
| Break-even: |
680.50 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.03 |
| Spread %: |
0.84% |
| Delta: |
0.93 |
| Theta: |
-2.35 |
| Omega: |
3.50 |
| Rho: |
0.05 |
Quote data
| Open: |
3.87 |
| High: |
3.87 |
| Low: |
3.87 |
| Previous Close: |
3.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.48% |
| 1 Month |
|
|
+33.45% |
| 3 Months |
|
|
+131.74% |
| YTD |
|
|
+350.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.96 |
3.74 |
| 1M High / 1M Low: |
3.96 |
2.90 |
| 6M High / 6M Low: |
3.96 |
0.53 |
| High (YTD): |
2024-06-13 |
3.96 |
| Low (YTD): |
2024-01-04 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.08% |
| Volatility 6M: |
|
194.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
