Soc. Generale Call 600 AVS 20.09.2024
/ DE000SW9TQA8
Soc. Generale Call 600 AVS 20.09..../ DE000SW9TQA8 /
| 2024-06-17 8:48:57 AM |
Chg.-0.10 |
Bid7:35:03 PM |
Ask7:35:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
-4.26% |
2.47
Bid Size: 2,000 |
2.53
Ask Size: 2,000 |
ASM INTL N.V. E... |
600.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW9TQA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.37 |
| Parity: |
1.52 |
| Time value: |
0.71 |
| Break-even: |
711.50 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
0.74 |
| Theta: |
-0.32 |
| Omega: |
4.48 |
| Rho: |
1.01 |
Quote data
| Open: |
2.25 |
| High: |
2.25 |
| Low: |
2.25 |
| Previous Close: |
2.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.45% |
| 1 Month |
|
|
+33.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
2.24 |
| 1M High / 1M Low: |
2.47 |
1.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
