Soc. Generale Call 600 AVS 20.09.2024
/ DE000SW9TQA8
Soc. Generale Call 600 AVS 20.09..../ DE000SW9TQA8 /
6/28/2024 8:44:50 AM |
Chg.+0.02 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.56EUR |
+0.79% |
- Bid Size: - |
- Ask Size: - |
ASM INTL N.V. E... |
600.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW9TQA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
600.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
5/2/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
50:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
5.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.52 |
Intrinsic value: |
2.24 |
Implied volatility: |
0.48 |
Historic volatility: |
0.37 |
Parity: |
2.24 |
Time value: |
0.47 |
Break-even: |
735.50 |
Moneyness: |
1.19 |
Premium: |
0.03 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
0.37% |
Delta: |
0.81 |
Theta: |
-0.31 |
Omega: |
4.28 |
Rho: |
1.01 |
Quote data
Open: |
2.56 |
High: |
2.56 |
Low: |
2.56 |
Previous Close: |
2.54 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.93% |
1 Month |
|
|
+28.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.64 |
2.13 |
1M High / 1M Low: |
3.00 |
1.67 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |