Soc. Generale Call 700 ASME 20.12.2024
/ DE000SF1HA14
Soc. Generale Call 700 ASME 20.12.../ DE000SF1HA14 /
20/09/2024 21:48:34 |
Chg.-0.190 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
-21.59% |
0.650 Bid Size: 20,000 |
0.690 Ask Size: 20,000 |
ASML HOLDING EO -... |
700.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
15/06/2021 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.38 |
Historic volatility: |
0.35 |
Parity: |
0.48 |
Time value: |
0.37 |
Break-even: |
785.00 |
Moneyness: |
1.07 |
Premium: |
0.05 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
1.19% |
Delta: |
0.69 |
Theta: |
-0.31 |
Omega: |
6.06 |
Rho: |
1.07 |
Quote data
Open: |
0.770 |
High: |
0.830 |
Low: |
0.680 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.87% |
1 Month |
|
|
-56.88% |
3 Months |
|
|
-77.52% |
YTD |
|
|
-14.81% |
1 Year |
|
|
+102.94% |
3 Years |
|
|
-63.30% |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.680 |
1M High / 1M Low: |
1.660 |
0.520 |
6M High / 6M Low: |
3.260 |
0.520 |
High (YTD): |
10/07/2024 |
3.260 |
Low (YTD): |
10/09/2024 |
0.520 |
52W High: |
10/07/2024 |
3.260 |
52W Low: |
26/09/2023 |
0.290 |
Avg. price 1W: |
|
0.774 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.986 |
Avg. volume 6M: |
|
69.031 |
Avg. price 1Y: |
|
1.506 |
Avg. volume 1Y: |
|
82.441 |
Volatility 1M: |
|
249.04% |
Volatility 6M: |
|
169.04% |
Volatility 1Y: |
|
157.76% |
Volatility 3Y: |
|
137.96% |