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Soc. Generale Call 460 ASME 20.12.../  DE000SN3ERX4  /

EUWAX
2024-08-02  9:58:00 AM Chg.-8.10 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
33.05EUR -19.68% -
Bid Size: -		 -
Ask Size: -		 ASML HOLDING EO -... 460.00 EUR 2024-12-20 Call
 

Master data

WKN: SN3ERX
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 460.00 EUR
Maturity: 2024-12-20
Issue date: 2022-06-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.20
Leverage: Yes

Calculated values

Fair value: 37.63
Intrinsic value: 36.99
Implied volatility: 0.47
Historic volatility: 0.32
Parity: 36.99
Time value: 0.76
Break-even: 837.50
Moneyness: 1.80
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.20
Spread %: 0.53%
Delta: 0.99
Theta: -0.07
Omega: 2.17
Rho: 1.69
 

Quote data

Open: 33.05
High: 33.05
Low: 33.05
Previous Close: 41.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.95%
1 Month
  -34.03%
3 Months
  -9.72%
YTD  
+33.32%
1 Year  
+58.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 41.15 34.41
1M High / 1M Low: 55.46 34.41
6M High / 6M Low: 55.46 34.41
High (YTD): 2024-07-11 55.46
Low (YTD): 2024-01-05 20.70
52W High: 2024-07-11 55.46
52W Low: 2023-09-26 13.27
Avg. price 1W:   37.83
Avg. volume 1W:   0.00
Avg. price 1M:   45.72
Avg. volume 1M:   0.00
Avg. price 6M:   44.27
Avg. volume 6M:   0.00
Avg. price 1Y:   32.02
Avg. volume 1Y:   0.00
Volatility 1M:   97.95%
Volatility 6M:   70.36%
Volatility 1Y:   72.77%
Volatility 3Y:   -