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Soc. Generale Call 200 ALGN 21.03.../  DE000SU2WHL5  /

EUWAX
2024-12-20  8:13:36 AM Chg.-0.08 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.80EUR -2.78% -
Bid Size: -		 -
Ask Size: -		 Align Technology Inc 200.00 USD 2025-03-21 Call
 

Master data

WKN: SU2WHL
Issuer: Société Générale
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-03-21
Issue date: 2023-11-28
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.13
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 1.06
Implied volatility: 0.57
Historic volatility: 0.35
Parity: 1.06
Time value: 1.78
Break-even: 220.17
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.41
Spread abs.: 0.11
Spread %: 4.03%
Delta: 0.64
Theta: -0.13
Omega: 4.56
Rho: 0.25
 

Quote data

Open: 2.80
High: 2.80
Low: 2.80
Previous Close: 2.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.94%
1 Month
  -20.45%
3 Months
  -55.91%
YTD
  -71.97%
1 Year
  -71.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.28 2.80
1M High / 1M Low: 4.73 2.80
6M High / 6M Low: 6.99 2.50
High (YTD): 2024-03-28 13.73
Low (YTD): 2024-11-01 2.50
52W High: 2024-03-28 13.73
52W Low: 2024-11-01 2.50
Avg. price 1W:   3.51
Avg. volume 1W:   0.00
Avg. price 1M:   3.96
Avg. volume 1M:   0.00
Avg. price 6M:   4.65
Avg. volume 6M:   0.00
Avg. price 1Y:   7.40
Avg. volume 1Y:   0.00
Volatility 1M:   168.71%
Volatility 6M:   152.72%
Volatility 1Y:   120.20%
Volatility 3Y:   -