Soc. Generale Call 60 EW 20.09.2024
/ DE000SU2MAE6
Soc. Generale Call 60 EW 20.09.20.../ DE000SU2MAE6 /
| 06/09/2024 08:39:07 |
Chg.-0.240 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-30.00% |
-
Bid Size: - |
-
Ask Size: - |
Edwards Lifesciences... |
60.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SU2MAE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
22/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.37 |
| Parity: |
0.61 |
| Time value: |
0.06 |
| Break-even: |
60.83 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
7.72 |
| Rho: |
0.02 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.08% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
-78.04% |
| YTD |
|
|
-74.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.560 |
| 1M High / 1M Low: |
0.970 |
0.310 |
| 6M High / 6M Low: |
3.450 |
0.310 |
| High (YTD): |
03/04/2024 |
3.450 |
| Low (YTD): |
08/08/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.283 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.45% |
| Volatility 6M: |
|
175.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
