Soc. Generale Call 60 EW 20.09.20.../  DE000SU2MAE6  /

EUWAX
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:   -