Soc. Generale Call 60 EWL 21.06.2024
/ DE000SU2L990
Soc. Generale Call 60 EWL 21.06.2.../ DE000SU2L990 /
| 2024-06-13 8:37:54 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.44EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EDWARDS LIFESCIENCES |
60.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SU2L99 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EDWARDS LIFESCIENCES |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
4.10 |
| Historic volatility: |
0.26 |
| Parity: |
2.16 |
| Time value: |
0.41 |
| Break-even: |
85.70 |
| Moneyness: |
1.36 |
| Premium: |
0.05 |
| Premium p.a.: |
90.74 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-1.14 |
| Omega: |
2.62 |
| Rho: |
0.00 |
Quote data
| Open: |
2.44 |
| High: |
2.44 |
| Low: |
2.44 |
| Previous Close: |
2.39 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.21% |
| 1 Month |
|
|
-8.61% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
+23.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
2.30 |
| 1M High / 1M Low: |
2.74 |
2.30 |
| 6M High / 6M Low: |
3.19 |
1.64 |
| High (YTD): |
2024-03-28 |
3.19 |
| Low (YTD): |
2024-01-25 |
1.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.85% |
| Volatility 6M: |
|
86.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
