Soc. Generale Call 230 AXP 20.09.2024
/ DE000SU6C4X0
Soc. Generale Call 230 AXP 20.09..../ DE000SU6C4X0 /
12/07/2024 09:46:32 |
Chg.0.000 |
Bid10:36:31 |
Ask10:36:31 |
Underlying |
Strike price |
Expiration date |
Option type |
1.640EUR |
0.00% |
1.680 Bid Size: 2,000 |
1.760 Ask Size: 2,000 |
American Express Com... |
230.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SU6C4X |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
American Express Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 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: |
13.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.28 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
0.80 |
Time value: |
0.87 |
Break-even: |
228.21 |
Moneyness: |
1.04 |
Premium: |
0.04 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
1.21% |
Delta: |
0.66 |
Theta: |
-0.09 |
Omega: |
8.62 |
Rho: |
0.24 |
Quote data
Open: |
1.630 |
High: |
1.640 |
Low: |
1.630 |
Previous Close: |
1.640 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.56% |
1 Month |
|
|
+74.47% |
3 Months |
|
|
+25.19% |
YTD |
|
|
+215.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.640 |
1.420 |
1M High / 1M Low: |
1.640 |
0.910 |
6M High / 6M Low: |
2.280 |
0.330 |
High (YTD): |
24/04/2024 |
2.280 |
Low (YTD): |
18/01/2024 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.552 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.296 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.403 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.48% |
Volatility 6M: |
|
166.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |