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Soc. Generale Call 540 TMO 20.12..../  DE000SH86AY1  /

Frankfurt Zert./SG
18/10/2024  21:42:23 Chg.+0.030 Bid21:59:56 Ask21:59:56 Underlying Strike price Expiration date Option type
0.660EUR +4.76% 0.670
Bid Size: 10,000		 0.680
Ask Size: 10,000		 Thermo Fisher Scient... 540.00 USD 20/12/2024 Call
 

Master data

WKN: SH86AY
Issuer: Société Générale
Currency: EUR
Underlying: Thermo Fisher Scientific Inc
Type: Warrant
Option type: Call
Strike price: 540.00 USD
Maturity: 20/12/2024
Issue date: 27/04/2022
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.14
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.57
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 0.57
Time value: 0.11
Break-even: 564.88
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.81
Theta: -0.20
Omega: 6.61
Rho: 0.65
 

Quote data

Open: 0.630
High: 0.670
Low: 0.620
Previous Close: 0.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.13%
1 Month
  -20.48%
3 Months  
+69.23%
YTD  
+4.76%
1 Year  
+53.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.600
1M High / 1M Low: 0.830 0.600
6M High / 6M Low: 0.910 0.350
High (YTD): 12/03/2024 0.950
Low (YTD): 10/07/2024 0.350
52W High: 12/03/2024 0.950
52W Low: 30/10/2023 0.270
Avg. price 1W:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.708
Avg. volume 1M:   0.000
Avg. price 6M:   0.676
Avg. volume 6M:   0.000
Avg. price 1Y:   0.644
Avg. volume 1Y:   0.000
Volatility 1M:   135.71%
Volatility 6M:   132.23%
Volatility 1Y:   121.01%
Volatility 3Y:   -