Soc. Generale Call 60 EW 20.09.2024
/ DE000SU2MAE6
Soc. Generale Call 60 EW 20.09.20.../ DE000SU2MAE6 /
24/06/2024 21:43:01 |
Chg.-0.020 |
Bid21:59:10 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.920EUR |
-0.68% |
2.910 Bid Size: 3,000 |
- Ask Size: - |
Edwards Lifesciences... |
60.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SU2MAE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Edwards Lifesciences Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
22/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.94 |
Intrinsic value: |
2.89 |
Implied volatility: |
0.54 |
Historic volatility: |
0.26 |
Parity: |
2.89 |
Time value: |
0.09 |
Break-even: |
85.94 |
Moneyness: |
1.52 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.02 |
Omega: |
2.74 |
Rho: |
0.12 |
Quote data
Open: |
2.850 |
High: |
3.080 |
Low: |
2.850 |
Previous Close: |
2.940 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.45% |
1 Month |
|
|
+7.75% |
3 Months |
|
|
-12.05% |
YTD |
|
|
+32.73% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.940 |
2.620 |
1M High / 1M Low: |
2.940 |
2.530 |
6M High / 6M Low: |
3.490 |
1.850 |
High (YTD): |
02/04/2024 |
3.490 |
Low (YTD): |
24/01/2024 |
1.850 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.776 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.674 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.739 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.90% |
Volatility 6M: |
|
77.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |