Soc. Generale Call 60 EW 21.06.2024
/ DE000SU2L990
Soc. Generale Call 60 EW 21.06.20.../ DE000SU2L990 /
| 07/06/2024 21:46:21 |
Chg.+0.020 |
Bid21:59:10 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.580EUR |
+0.78% |
2.610
Bid Size: 5,000 |
-
Ask Size: - |
Edwards Lifesciences... |
60.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SU2L99 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
22/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.25 |
| Parity: |
2.54 |
| Time value: |
0.01 |
| Break-even: |
80.59 |
| Moneyness: |
1.46 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
1.00 |
| Theta: |
-0.01 |
| Omega: |
3.15 |
| Rho: |
0.02 |
Quote data
| Open: |
2.430 |
| High: |
2.600 |
| Low: |
2.430 |
| Previous Close: |
2.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.05% |
| 1 Month |
|
|
+8.86% |
| 3 Months |
|
|
-17.83% |
| YTD |
|
|
+29.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.580 |
2.490 |
| 1M High / 1M Low: |
2.820 |
2.340 |
| 6M High / 6M Low: |
3.270 |
1.510 |
| High (YTD): |
02/04/2024 |
3.270 |
| Low (YTD): |
24/01/2024 |
1.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.477 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.54% |
| Volatility 6M: |
|
90.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
