Soc. Generale Call 220 ALGN 20.12.2024
/ DE000SU2S7X9
Soc. Generale Call 220 ALGN 20.12.../ DE000SU2S7X9 /
| 2024-06-28 9:49:46 AM |
Chg.+0.02 |
Bid9:44:47 PM |
Ask9:44:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.25EUR |
+0.47% |
4.24
Bid Size: 15,000 |
4.31
Ask Size: 15,000 |
Align Technology Inc |
220.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2S7X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.94 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.42 |
| Parity: |
2.15 |
| Time value: |
2.30 |
| Break-even: |
249.96 |
| Moneyness: |
1.10 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.07 |
| Spread %: |
1.60% |
| Delta: |
0.69 |
| Theta: |
-0.09 |
| Omega: |
3.54 |
| Rho: |
0.54 |
Quote data
| Open: |
4.25 |
| High: |
4.25 |
| Low: |
4.25 |
| Previous Close: |
4.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.93% |
| 1 Month |
|
|
-16.01% |
| 3 Months |
|
|
-63.24% |
| YTD |
|
|
-49.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.29 |
3.83 |
| 1M High / 1M Low: |
6.19 |
3.83 |
| 6M High / 6M Low: |
11.73 |
3.83 |
| High (YTD): |
2024-03-21 |
11.73 |
| Low (YTD): |
2024-06-25 |
3.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.52% |
| Volatility 6M: |
|
88.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
