Soc. Generale Call 200 ALGN 21.03.../  DE000SU2WHL5  /

Frankfurt Zert./SG
1/10/2025  11:14:42 AM Chg.+0.030 Bid12:13:07 PM Ask12:13:07 PM Underlying Strike price Expiration date Option type
2.700EUR +1.12% 2.720
Bid Size: 1,200
2.970
Ask Size: 1,200
Align Technology Inc 200.00 USD 3/21/2025 Call
 

Master data

WKN: SU2WHL
Issuer: Société Générale
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 3/21/2025
Issue date: 11/28/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.61
Leverage: Yes

Calculated values

Fair value: 2.20
Intrinsic value: 1.49
Implied volatility: 0.53
Historic volatility: 0.35
Parity: 1.49
Time value: 1.26
Break-even: 221.74
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.36
Spread abs.: 0.07
Spread %: 2.61%
Delta: 0.68
Theta: -0.13
Omega: 5.15
Rho: 0.22
 

Quote data

Open: 2.600
High: 2.710
Low: 2.600
Previous Close: 2.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.76%
1 Month
  -38.78%
3 Months
  -42.06%
YTD  
+5.47%
1 Year
  -73.03%
3 Years     -
5 Years     -
1W High / 1W Low: 3.130 2.460
1M High / 1M Low: 4.710 2.420
6M High / 6M Low: 7.130 2.420
High (YTD): 1/6/2025 3.130
Low (YTD): 1/2/2025 2.420
52W High: 4/10/2024 13.910
52W Low: 1/2/2025 2.420
Avg. price 1W:   2.810
Avg. volume 1W:   0.000
Avg. price 1M:   3.267
Avg. volume 1M:   0.000
Avg. price 6M:   4.456
Avg. volume 6M:   0.000
Avg. price 1Y:   7.246
Avg. volume 1Y:   0.000
Volatility 1M:   142.32%
Volatility 6M:   141.15%
Volatility 1Y:   111.51%
Volatility 3Y:   -