Soc. Generale Call 600 AVS 20.09.2024
/ DE000SW9TQA8
Soc. Generale Call 600 AVS 20.09..../ DE000SW9TQA8 /
| 7/10/2024 8:47:25 AM |
Chg.-0.01 |
Bid9:16:19 AM |
Ask9:16:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.86EUR |
-0.35% |
2.79
Bid Size: 25,000 |
2.80
Ask Size: 25,000 |
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: |
5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.37 |
| Parity: |
2.40 |
| Time value: |
0.41 |
| Break-even: |
740.50 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
0.83 |
| Theta: |
-0.32 |
| Omega: |
4.26 |
| Rho: |
0.92 |
Quote data
| Open: |
2.86 |
| High: |
2.86 |
| Low: |
2.86 |
| Previous Close: |
2.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.23% |
| 1 Month |
|
|
+27.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.05 |
2.65 |
| 1M High / 1M Low: |
3.05 |
2.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
