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Soc. Generale Call 60 EW 20.06.20.../  DE000SU2MFB1  /

Frankfurt Zert./SG
2024-09-26  4:58:50 PM Chg.-0.040 Bid5:05:03 PM Ask5:05:03 PM Underlying Strike price Expiration date Option type
1.180EUR -3.28% 1.180
Bid Size: 70,000		 1.190
Ask Size: 70,000		 Edwards Lifesciences... 60.00 USD 2025-06-20 Call
 

Master data

WKN: SU2MFB
Issuer: Société Générale
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-22
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.78
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.49
Implied volatility: 0.47
Historic volatility: 0.37
Parity: 0.49
Time value: 0.74
Break-even: 66.21
Moneyness: 1.09
Premium: 0.13
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.82%
Delta: 0.68
Theta: -0.02
Omega: 3.26
Rho: 0.20
 

Quote data

Open: 1.190
High: 1.210
Low: 1.180
Previous Close: 1.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.24%
1 Month
  -19.18%
3 Months
  -67.04%
YTD
  -58.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.390 1.220
1M High / 1M Low: 1.610 1.220
6M High / 6M Low: 4.150 1.090
High (YTD): 2024-04-02 4.150
Low (YTD): 2024-08-02 1.090
52W High: - -
52W Low: - -
Avg. price 1W:   1.320
Avg. volume 1W:   0.000
Avg. price 1M:   1.436
Avg. volume 1M:   0.000
Avg. price 6M:   2.742
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.00%
Volatility 6M:   106.45%
Volatility 1Y:   -
Volatility 3Y:   -