Soc. Generale Call 600 AVS 20.12.2024
/ DE000SU9L102
Soc. Generale Call 600 AVS 20.12..../ DE000SU9L102 /
| 27/09/2024 08:09:28 |
Chg.+0.020 |
Bid09:57:50 |
Ask09:57:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+2.30% |
0.890
Bid Size: 40,000 |
0.900
Ask Size: 40,000 |
ASM INTL N.V. E... |
600.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
12.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.39 |
| Parity: |
-0.39 |
| Time value: |
0.92 |
| Break-even: |
646.00 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.50 |
| Theta: |
-0.34 |
| Omega: |
6.32 |
| Rho: |
0.56 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.32% |
| 1 Month |
|
|
-17.59% |
| 3 Months |
|
|
-69.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.690 |
| 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: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.868 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.849 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.28% |
| Volatility 6M: |
|
210.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
