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Soc. Generale Call 85 EW 21.06.20.../  DE000SU5EED0  /

Frankfurt Zert./SG
2024-06-07  9:38:54 PM Chg.-0.010 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.390
Bid Size: 7,700		 0.400
Ask Size: 7,700		 Edwards Lifesciences... 85.00 USD 2024-06-21 Call
 

Master data

WKN: SU5EED
Issuer: Société Générale
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 2024-06-21
Issue date: 2023-12-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.18
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.25
Implied volatility: 0.37
Historic volatility: 0.25
Parity: 0.25
Time value: 0.13
Break-even: 81.84
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.69
Theta: -0.08
Omega: 14.53
Rho: 0.02
 

Quote data

Open: 0.330
High: 0.380
Low: 0.330
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.35%
1 Month
  -15.91%
3 Months
  -71.76%
YTD
  -45.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.340
1M High / 1M Low: 0.690 0.310
6M High / 6M Low: 1.370 0.310
High (YTD): 2024-03-07 1.370
Low (YTD): 2024-05-31 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.480
Avg. volume 1M:   0.000
Avg. price 6M:   0.784
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   309.97%
Volatility 6M:   204.55%
Volatility 1Y:   -
Volatility 3Y:   -