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Soc. Generale Call 550 ASME 20.12.../  DE000SF1HAY5  /

Frankfurt Zert./SG
2024-06-11  9:39:22 PM Chg.+0.030 Bid9:58:38 PM Ask9:58:38 PM Underlying Strike price Expiration date Option type
4.240EUR +0.71% 4.250
Bid Size: 10,000		 4.330
Ask Size: 10,000		 ASML HOLDING EO -... 550.00 - 2024-12-20 Call
 

Master data

WKN: SF1HAY
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 550.00 -
Maturity: 2024-12-20
Issue date: 2021-06-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 2.24
Leverage: Yes

Calculated values

Fair value: 4.24
Intrinsic value: 4.13
Implied volatility: 0.50
Historic volatility: 0.30
Parity: 4.13
Time value: 0.17
Break-even: 980.00
Moneyness: 1.75
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.47%
Delta: 0.96
Theta: -0.12
Omega: 2.16
Rho: 2.61
 

Quote data

Open: 4.260
High: 4.290
Low: 4.160
Previous Close: 4.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+27.71%
1 Month  
+28.88%
3 Months  
+20.80%
YTD  
+140.91%
1 Year  
+134.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.210 3.320
1M High / 1M Low: 4.210 3.100
6M High / 6M Low: 4.260 1.390
High (YTD): 2024-03-07 4.260
Low (YTD): 2024-01-05 1.390
52W High: 2024-03-07 4.260
52W Low: 2023-09-26 0.810
Avg. price 1W:   3.986
Avg. volume 1W:   0.000
Avg. price 1M:   3.468
Avg. volume 1M:   95.238
Avg. price 6M:   2.958
Avg. volume 6M:   22.352
Avg. price 1Y:   2.126
Avg. volume 1Y:   11.882
Volatility 1M:   89.72%
Volatility 6M:   94.79%
Volatility 1Y:   94.50%
Volatility 3Y:   -