Soc. Generale Call 850 AVGO 16.01.../  DE000SU26L43  /

EUWAX
2024-06-14  10:15:09 AM Chg.+22.51 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
83.10EUR +37.15% -
Bid Size: -
-
Ask Size: -
Broadcom Inc 850.00 USD 2026-01-16 Call
 

Master data

WKN: SU26L4
Issuer: Société Générale
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 850.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-05
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.85
Leverage: Yes

Calculated values

Fair value: 87.70
Intrinsic value: 82.68
Implied volatility: 0.34
Historic volatility: 0.33
Parity: 82.68
Time value: 5.11
Break-even: 1,671.94
Moneyness: 2.04
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.10
Omega: 1.80
Rho: 11.22
 

Quote data

Open: 82.54
High: 83.10
Low: 82.54
Previous Close: 60.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.74%
1 Month  
+50.68%
3 Months  
+79.44%
YTD  
+140.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 83.10 59.04
1M High / 1M Low: 83.10 49.98
6M High / 6M Low: 83.10 29.74
High (YTD): 2024-06-14 83.10
Low (YTD): 2024-01-05 29.74
52W High: - -
52W Low: - -
Avg. price 1W:   67.58
Avg. volume 1W:   0.00
Avg. price 1M:   57.79
Avg. volume 1M:   0.00
Avg. price 6M:   47.48
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.60%
Volatility 6M:   92.17%
Volatility 1Y:   -
Volatility 3Y:   -