Soc. Generale Call 60 EW 20.06.20.../  DE000SU2MFB1  /

EUWAX
2024-09-06  8:39:11 AM Chg.-0.17 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.29EUR -11.64% -
Bid Size: -
-
Ask Size: -
Edwards Lifesciences... 60.00 USD 2025-06-20 Call
 

Master data

WKN: SU2MFB
Issuer: Société Générale
Currency: EUR
Underlying: Edwards Lifesciences Corp
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-22
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.34
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 0.61
Implied volatility: 0.49
Historic volatility: 0.37
Parity: 0.61
Time value: 0.78
Break-even: 68.03
Moneyness: 1.11
Premium: 0.13
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.72%
Delta: 0.70
Theta: -0.02
Omega: 3.04
Rho: 0.22
 

Quote data

Open: 1.29
High: 1.29
Low: 1.29
Previous Close: 1.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.77%
1 Month  
+13.16%
3 Months
  -60.79%
YTD
  -54.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 1.29
1M High / 1M Low: 1.61 1.06
6M High / 6M Low: 4.16 1.03
High (YTD): 2024-03-28 4.16
Low (YTD): 2024-08-05 1.03
52W High: - -
52W Low: - -
Avg. price 1W:   1.47
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   2.96
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.25%
Volatility 6M:   107.19%
Volatility 1Y:   -
Volatility 3Y:   -