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

Frankfurt Zert./SG
2024-06-11  8:00:51 PM Chg.-0.020 Bid8:17:10 PM Ask8:17:10 PM Underlying Strike price Expiration date Option type
1.310EUR -1.50% 1.310
Bid Size: 15,000		 1.340
Ask Size: 15,000		 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: 7.08
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.63
Implied volatility: 0.34
Historic volatility: 0.30
Parity: 0.63
Time value: 0.73
Break-even: 1,036.00
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.68
Theta: -0.27
Omega: 4.85
Rho: 2.75
 

Quote data

Open: 1.350
High: 1.360
Low: 1.280
Previous Close: 1.330
Turnover: 520
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+70.13%
1 Month  
+65.82%
3 Months  
+21.30%
YTD  
+495.45%
1 Year  
+235.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.330 0.770
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:   1.188
Avg. volume 1W:   310
Avg. price 1M:   0.878
Avg. volume 1M:   73.810
Avg. price 6M:   0.745
Avg. volume 6M:   26.640
Avg. price 1Y:   0.470
Avg. volume 1Y:   107.176
Volatility 1M:   238.22%
Volatility 6M:   214.92%
Volatility 1Y:   187.14%
Volatility 3Y:   -