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Soc. Generale Call 850 ASME 20.12.../  DE000SF1HA48  /

Frankfurt Zert./SG
6/11/2024  9:44:46 PM Chg.0.000 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
1.660EUR 0.00% 1.670
Bid Size: 10,000		 1.700
Ask Size: 10,000		 ASML HOLDING EO -... 850.00 EUR 12/20/2024 Call
 

Master data

WKN: SF1HA4
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 850.00 EUR
Maturity: 12/20/2024
Issue date: 6/15/2021
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 5.70
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.13
Implied volatility: 0.35
Historic volatility: 0.30
Parity: 1.13
Time value: 0.56
Break-even: 1,019.00
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.60%
Delta: 0.76
Theta: -0.25
Omega: 4.32
Rho: 2.95
 

Quote data

Open: 1.690
High: 1.690
Low: 1.600
Previous Close: 1.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.10%
1 Month  
+62.75%
3 Months  
+21.17%
YTD  
+418.75%
1 Year  
+213.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.660 1.550
1M High / 1M Low: 1.660 0.900
6M High / 6M Low: 1.840 0.210
High (YTD): 3/7/2024 1.840
Low (YTD): 1/16/2024 0.210
52W High: 3/7/2024 1.840
52W Low: 9/26/2023 0.130
Avg. price 1W:   1.622
Avg. volume 1W:   0.000
Avg. price 1M:   1.156
Avg. volume 1M:   0.000
Avg. price 6M:   0.958
Avg. volume 6M:   16
Avg. price 1Y:   0.609
Avg. volume 1Y:   7.813
Volatility 1M:   199.29%
Volatility 6M:   189.92%
Volatility 1Y:   170.85%
Volatility 3Y:   -