Soc. Generale Call 545 ASME 21.06.2024
/ DE000SW36460
Soc. Generale Call 545 ASME 21.06.../ DE000SW36460 /
| 2024-06-19 9:49:44 AM |
Chg.+0.05 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.75EUR |
+0.57% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
545.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SW3646 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
545.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-06-19 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
2.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.78 |
| Intrinsic value: |
8.78 |
| Implied volatility: |
3.91 |
| Historic volatility: |
0.30 |
| Parity: |
8.78 |
| Time value: |
0.03 |
| Break-even: |
985.50 |
| Moneyness: |
1.81 |
| Premium: |
0.00 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
0.23% |
| Delta: |
0.99 |
| Theta: |
-2.65 |
| Omega: |
2.20 |
| Rho: |
0.03 |
Quote data
| Open: |
8.75 |
| High: |
8.75 |
| Low: |
8.75 |
| Previous Close: |
8.70 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.54% |
| 1 Month |
|
|
+43.44% |
| 3 Months |
|
|
+33.18% |
| YTD |
|
|
+170.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.88 |
8.37 |
| 1M High / 1M Low: |
8.88 |
6.17 |
| 6M High / 6M Low: |
8.88 |
2.41 |
| High (YTD): |
2024-06-13 |
8.88 |
| Low (YTD): |
2024-01-05 |
2.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.07% |
| Volatility 6M: |
|
98.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
