Soc. Generale Call 600 AVS 20.12.2024
/ DE000SU9L102
Soc. Generale Call 600 AVS 20.12..../ DE000SU9L102 /
2024-09-25 8:11:21 AM |
Chg.-0.060 |
Bid6:21:50 PM |
Ask6:21:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
-8.00% |
0.730 Bid Size: 4,200 |
0.760 Ask Size: 4,200 |
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: |
15.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.39 |
Parity: |
-0.72 |
Time value: |
0.74 |
Break-even: |
637.00 |
Moneyness: |
0.94 |
Premium: |
0.13 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.01 |
Spread %: |
1.37% |
Delta: |
0.45 |
Theta: |
-0.31 |
Omega: |
6.82 |
Rho: |
0.51 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.690 |
Previous Close: |
0.750 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.85% |
1 Month |
|
|
-46.51% |
3 Months |
|
|
-73.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.750 |
1M High / 1M Low: |
1.270 |
0.600 |
6M High / 6M Low: |
3.550 |
0.600 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.814 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.890 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.861 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
205.92% |
Volatility 6M: |
|
207.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |