Soc. Generale Call 60 MRVL 21.06.2024
/ DE000SU2L719
Soc. Generale Call 60 MRVL 21.06..../ DE000SU2L719 /
| 2024-06-12 8:38:40 AM |
Chg.+0.110 |
Bid2:55:39 PM |
Ask2:55:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+14.29% |
1.000
Bid Size: 25,000 |
1.190
Ask Size: 25,000 |
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: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.67% |
| 1 Month |
|
|
+1.15% |
| 3 Months |
|
|
-40.94% |
| YTD |
|
|
+4.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.600 |
| 1M High / 1M Low: |
1.550 |
0.600 |
| 6M High / 6M Low: |
2.220 |
0.490 |
| High (YTD): |
2024-03-07 |
2.220 |
| Low (YTD): |
2024-01-04 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.33% |
| Volatility 6M: |
|
203.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
