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Soc. Generale Call 900 ASME 20.12.../  DE000SF1HA55  /

Frankfurt Zert./SG
2024-06-12  11:02:29 AM Chg.0.000 Bid11:57:13 AM Ask11:57:13 AM Underlying Strike price Expiration date Option type
1.330EUR 0.00% 1.320
Bid Size: 50,000		 1.330
Ask Size: 50,000		 ASML HOLDING EO -... 900.00 EUR 2024-12-20 Call
 

Master data

WKN: SF1HA5
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 900.00 EUR
Maturity: 2024-12-20
Issue date: 2021-06-15
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 7.21
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 0.59
Implied volatility: 0.34
Historic volatility: 0.30
Parity: 0.59
Time value: 0.74
Break-even: 1,033.00
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.76%
Delta: 0.68
Theta: -0.27
Omega: 4.89
Rho: 2.70
 

Quote data

Open: 1.320
High: 1.330
Low: 1.320
Previous Close: 1.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.26%
1 Month  
+68.35%
3 Months  
+18.75%
YTD  
+504.55%
1 Year  
+224.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.330 1.240
1M High / 1M Low: 1.330 0.680
6M High / 6M Low: 1.520 0.140
High (YTD): 2024-03-07 1.520
Low (YTD): 2024-01-17 0.140
52W High: 2024-03-07 1.520
52W Low: 2023-09-26 0.096
Avg. price 1W:   1.300
Avg. volume 1W:   390
Avg. price 1M:   0.899
Avg. volume 1M:   88.636
Avg. price 6M:   0.754
Avg. volume 6M:   29.840
Avg. price 1Y:   0.473
Avg. volume 1Y:   108.320
Volatility 1M:   232.58%
Volatility 6M:   214.92%
Volatility 1Y:   186.79%
Volatility 3Y:   -