OverviewChartNewsTraderScreen

Soc. Generale Call 65 MRVL 21.06..../  DE000SU2L727  /

Frankfurt Zert./SG
2024-06-11  9:51:35 PM Chg.+0.060 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.550EUR +12.24% 0.540
Bid Size: 30,000		 0.550
Ask Size: 30,000		 Marvell Technology I... 65.00 USD 2024-06-21 Call
 

Master data

WKN: SU2L72
Issuer: Société Générale
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.45
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.42
Implied volatility: 0.49
Historic volatility: 0.40
Parity: 0.42
Time value: 0.06
Break-even: 65.19
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.81
Theta: -0.08
Omega: 10.85
Rho: 0.01
 

Quote data

Open: 0.420
High: 0.560
Low: 0.390
Previous Close: 0.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+83.33%
1 Month
  -11.29%
3 Months
  -52.99%
YTD
  -11.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.300
1M High / 1M Low: 1.250 0.300
6M High / 6M Low: 2.120 0.300
High (YTD): 2024-03-07 2.120
Low (YTD): 2024-06-04 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.782
Avg. volume 1M:   0.000
Avg. price 6M:   0.863
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   401.61%
Volatility 6M:   252.50%
Volatility 1Y:   -
Volatility 3Y:   -