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Soc. Generale Call 210 AXP 20.09..../  DE000SU6C131  /

Frankfurt Zert./SG
8/8/2024  9:42:55 PM Chg.+0.270 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
2.520EUR +12.00% 2.500
Bid Size: 1,200		 2.520
Ask Size: 1,200		 American Express Com... 210.00 USD 9/20/2024 Call
 

Master data

WKN: SU6C13
Issuer: Société Générale
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 9/20/2024
Issue date: 12/28/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.69
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 1.72
Implied volatility: 0.37
Historic volatility: 0.20
Parity: 1.72
Time value: 0.44
Break-even: 213.78
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 1.41%
Delta: 0.78
Theta: -0.11
Omega: 7.56
Rho: 0.17
 

Quote data

Open: 2.090
High: 2.570
Low: 2.040
Previous Close: 2.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.44%
1 Month
  -9.03%
3 Months
  -21.74%
YTD  
+159.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.730 2.160
1M High / 1M Low: 4.290 2.160
6M High / 6M Low: 4.290 1.850
High (YTD): 7/31/2024 4.290
Low (YTD): 1/18/2024 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   2.602
Avg. volume 1W:   0.000
Avg. price 1M:   3.296
Avg. volume 1M:   0.000
Avg. price 6M:   2.791
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.48%
Volatility 6M:   123.56%
Volatility 1Y:   -
Volatility 3Y:   -