Soc. Generale Call 210 AXP 20.09.2024
/ DE000SU6C131
Soc. Generale Call 210 AXP 20.09..../ DE000SU6C131 /
| 08/08/2024 08:40:39 |
Chg.-0.31 |
Bid19:25:33 |
Ask19:25:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
-12.86% |
2.53
Bid Size: 40,000 |
2.55
Ask Size: 40,000 |
American Express Com... |
210.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
19/09/2024 |
| 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: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
2.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.15% |
| 1 Month |
|
|
-23.36% |
| 3 Months |
|
|
-30.69% |
| YTD |
|
|
+112.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.13 |
2.01 |
| 1M High / 1M Low: |
4.16 |
2.01 |
| 6M High / 6M Low: |
4.16 |
1.82 |
| High (YTD): |
31/07/2024 |
4.16 |
| Low (YTD): |
18/01/2024 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.85% |
| Volatility 6M: |
|
138.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
