Soc. Generale Call 600 AVS 20.12.2024
/ DE000SU9L102
Soc. Generale Call 600 AVS 20.12..../ DE000SU9L102 /
| 2024-07-09 10:18:01 AM |
Chg.+0.19 |
Bid8:44:48 PM |
Ask8:44:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.31EUR |
+6.09% |
3.29
Bid Size: 2,000 |
3.38
Ask Size: 2,000 |
ASM INTL N.V. E... |
600.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU9L10 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-20 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.98 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.37 |
| Parity: |
2.40 |
| Time value: |
0.86 |
| Break-even: |
763.00 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.31% |
| Delta: |
0.78 |
| Theta: |
-0.24 |
| Omega: |
3.46 |
| Rho: |
1.80 |
Quote data
| Open: |
3.32 |
| High: |
3.32 |
| Low: |
3.31 |
| Previous Close: |
3.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.33% |
| 1 Month |
|
|
+26.34% |
| 3 Months |
|
|
+113.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.44 |
3.00 |
| 1M High / 1M Low: |
3.55 |
2.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
