Soc. Generale Call 600 AVS 20.09.2024
/ DE000SW9TQA8
Soc. Generale Call 600 AVS 20.09..../ DE000SW9TQA8 /
| 6/25/2024 10:13:42 AM |
Chg.-0.51 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.13EUR |
-19.32% |
-
Bid Size: - |
-
Ask Size: - |
ASM INTL N.V. E... |
600.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
5/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
1.82 |
| Time value: |
0.57 |
| Break-even: |
719.50 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
2.58% |
| Delta: |
0.78 |
| Theta: |
-0.32 |
| Omega: |
4.48 |
| Rho: |
0.99 |
Quote data
| Open: |
2.15 |
| High: |
2.15 |
| Low: |
2.13 |
| Previous Close: |
2.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.11% |
| 1 Month |
|
|
+5.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.48 |
| 1M High / 1M Low: |
3.00 |
1.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
