Soc. Generale Call 600 AVS 20.12.2024
/ DE000SU9L102
Soc. Generale Call 600 AVS 20.12..../ DE000SU9L102 /
| 2024-06-25 10:09:47 AM |
Chg.-0.47 |
Bid12:53:50 PM |
Ask12:53:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
-15.06% |
2.82
Bid Size: 30,000 |
2.83
Ask Size: 30,000 |
ASM INTL N.V. E... |
600.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU9L10 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-20 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.37 |
| Parity: |
1.82 |
| Time value: |
1.06 |
| Break-even: |
744.00 |
| Moneyness: |
1.15 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.06 |
| Spread %: |
2.13% |
| Delta: |
0.74 |
| Theta: |
-0.24 |
| Omega: |
3.55 |
| Rho: |
1.79 |
Quote data
| Open: |
2.60 |
| High: |
2.65 |
| Low: |
2.60 |
| Previous Close: |
3.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.37% |
| 1 Month |
|
|
+7.72% |
| 3 Months |
|
|
+74.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.55 |
2.84 |
| 1M High / 1M Low: |
3.55 |
2.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
