Soc. Generale Call 60 EW 20.09.2024
/ DE000SU2MAE6
Soc. Generale Call 60 EW 20.09.20.../ DE000SU2MAE6 /
8/1/2024 8:34:38 AM |
Chg.-0.060 |
Bid11:41:16 AM |
Ask11:41:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-11.54% |
0.470 Bid Size: 6,400 |
0.540 Ask Size: 6,400 |
Edwards Lifesciences... |
60.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
11/22/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.40 |
Historic volatility: |
0.37 |
Parity: |
0.28 |
Time value: |
0.23 |
Break-even: |
60.53 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.01 |
Spread %: |
2.00% |
Delta: |
0.67 |
Theta: |
-0.03 |
Omega: |
7.67 |
Rho: |
0.05 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-80.83% |
1 Month |
|
|
-84.62% |
3 Months |
|
|
-81.82% |
YTD |
|
|
-78.90% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.440 |
1M High / 1M Low: |
3.060 |
0.440 |
6M High / 6M Low: |
3.450 |
0.440 |
High (YTD): |
4/3/2024 |
3.450 |
Low (YTD): |
7/26/2024 |
0.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.512 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.331 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.712 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
297.39% |
Volatility 6M: |
|
138.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |