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Soc. Generale Call 55 MRVL 21.06..../  DE000SU2L701  /

Frankfurt Zert./SG
2024-06-12  4:10:12 PM Chg.+0.120 Bid4:21:04 PM Ask4:21:04 PM Underlying Strike price Expiration date Option type
1.580EUR +8.22% 1.620
Bid Size: 125,000		 1.630
Ask Size: 125,000		 Marvell Technology I... 55.00 USD 2024-06-21 Call
 

Master data

WKN: SU2L70
Issuer: Société Générale
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.52
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 1.43
Implied volatility: 0.88
Historic volatility: 0.40
Parity: 1.43
Time value: 0.02
Break-even: 65.71
Moneyness: 1.28
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.97
Theta: -0.04
Omega: 4.38
Rho: 0.01
 

Quote data

Open: 1.330
High: 1.580
Low: 1.310
Previous Close: 1.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.04%
1 Month  
+20.61%
3 Months
  -9.71%
YTD  
+44.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.460 1.220
1M High / 1M Low: 2.110 1.070
6M High / 6M Low: 2.850 0.680
High (YTD): 2024-03-07 2.850
Low (YTD): 2024-01-03 0.810
52W High: - -
52W Low: - -
Avg. price 1W:   1.328
Avg. volume 1W:   0.000
Avg. price 1M:   1.586
Avg. volume 1M:   0.000
Avg. price 6M:   1.490
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.51%
Volatility 6M:   171.91%
Volatility 1Y:   -
Volatility 3Y:   -