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Soc. Generale Call 60 LRCX 20.12..../  DE000SV458H9  /

EUWAX
10/8/2024  1:29:26 PM Chg.+0.24 Bid4:43:11 PM Ask4:43:11 PM Underlying Strike price Expiration date Option type
20.20EUR +1.20% 20.51
Bid Size: 15,000		 -
Ask Size: -		 Lam Research Corpora... 60.00 USD 12/20/2024 Call
 

Master data

WKN: SV458H
Issuer: Société Générale
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.65
Leverage: Yes

Calculated values

Fair value: 19.25
Intrinsic value: 18.78
Implied volatility: 0.58
Historic volatility: 0.36
Parity: 18.78
Time value: 1.36
Break-even: 74.81
Moneyness: 1.34
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.03
Omega: 3.29
Rho: 0.09
 

Quote data

Open: 19.50
High: 20.20
Low: 19.50
Previous Close: 19.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.42%
1 Month  
+28.99%
3 Months
  -55.71%
YTD
  -11.05%
1 Year  
+43.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 20.49 18.40
1M High / 1M Low: 22.94 13.68
6M High / 6M Low: 49.45 13.68
High (YTD): 7/11/2024 49.45
Low (YTD): 9/11/2024 13.68
52W High: 7/11/2024 49.45
52W Low: 10/30/2023 10.59
Avg. price 1W:   19.66
Avg. volume 1W:   0.00
Avg. price 1M:   17.90
Avg. volume 1M:   0.00
Avg. price 6M:   30.31
Avg. volume 6M:   0.00
Avg. price 1Y:   27.09
Avg. volume 1Y:   0.00
Volatility 1M:   149.62%
Volatility 6M:   129.89%
Volatility 1Y:   109.01%
Volatility 3Y:   -