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Soc. Generale Call 700 ASME 20.12.../  DE000SF1HA14  /

Frankfurt Zert./SG
2024-06-11  9:40:11 PM Chg.0.000 Bid9:56:57 PM Ask9:56:57 PM Underlying Strike price Expiration date Option type
2.850EUR 0.00% 2.860
Bid Size: 10,000		 2.920
Ask Size: 10,000		 ASML HOLDING EO -... 700.00 EUR 2024-12-20 Call
 

Master data

WKN: SF1HA1
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 700.00 EUR
Maturity: 2024-12-20
Issue date: 2021-06-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.32
Leverage: Yes

Calculated values

Fair value: 2.81
Intrinsic value: 2.63
Implied volatility: 0.39
Historic volatility: 0.30
Parity: 2.63
Time value: 0.27
Break-even: 990.00
Moneyness: 1.38
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.69%
Delta: 0.91
Theta: -0.18
Omega: 3.02
Rho: 3.08
 

Quote data

Open: 2.860
High: 2.910
Low: 2.790
Previous Close: 2.850
Turnover: 632.250
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.39%
1 Month  
+41.79%
3 Months  
+25.55%
YTD  
+251.85%
1 Year  
+190.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.850 2.030
1M High / 1M Low: 2.850 1.830
6M High / 6M Low: 2.910 0.570
High (YTD): 2024-03-07 2.910
Low (YTD): 2024-01-05 0.570
52W High: 2024-03-07 2.910
52W Low: 2023-09-26 0.290
Avg. price 1W:   2.628
Avg. volume 1W:   36
Avg. price 1M:   2.163
Avg. volume 1M:   394.286
Avg. price 6M:   1.791
Avg. volume 6M:   115.840
Avg. price 1Y:   1.184
Avg. volume 1Y:   80.314
Volatility 1M:   130.46%
Volatility 6M:   136.76%
Volatility 1Y:   135.72%
Volatility 3Y:   -