Soc. Generale Call 700 AVS 20.12.2024
/ DE000SU9L110
Soc. Generale Call 700 AVS 20.12..../ DE000SU9L110 /
| 08/07/2024 08:10:34 |
Chg.-0.12 |
Bid17:25:13 |
Ask17:25:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
-6.03% |
2.00
Bid Size: 30,000 |
2.01
Ask Size: 30,000 |
ASM INTL N.V. E... |
700.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU9L11 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.37 |
| Parity: |
0.36 |
| Time value: |
1.58 |
| Break-even: |
797.00 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.61 |
| Theta: |
-0.28 |
| Omega: |
4.54 |
| Rho: |
1.55 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.61% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
+117.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
1.80 |
| 1M High / 1M Low: |
2.17 |
1.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
