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Soc. Generale Call 60 MRVL 21.06..../  DE000SU2L719  /

Frankfurt Zert./SG
2024-06-12  12:07:23 PM Chg.-0.100 Bid12:43:49 PM Ask12:43:49 PM Underlying Strike price Expiration date Option type
0.900EUR -10.00% 0.900
Bid Size: 30,000		 1.090
Ask Size: 30,000		 Marvell Technology I... 60.00 USD 2024-06-21 Call
 

Master data

WKN: SU2L71
Issuer: Société Générale
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.62
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.97
Implied volatility: 0.66
Historic volatility: 0.40
Parity: 0.97
Time value: 0.02
Break-even: 65.77
Moneyness: 1.17
Premium: 0.00
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.94
Theta: -0.05
Omega: 6.26
Rho: 0.01
 

Quote data

Open: 0.880
High: 0.900
Low: 0.860
Previous Close: 1.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.10%
1 Month
  -3.23%
3 Months
  -35.71%
YTD  
+8.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.750
1M High / 1M Low: 1.660 0.650
6M High / 6M Low: 2.480 0.490
High (YTD): 2024-03-07 2.480
Low (YTD): 2024-01-03 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   1.156
Avg. volume 1M:   0.000
Avg. price 6M:   1.154
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.58%
Volatility 6M:   205.52%
Volatility 1Y:   -
Volatility 3Y:   -