Soc. Generale Call 14 CLN 20.09.2024
/ DE000SU9XE78
Soc. Generale Call 14 CLN 20.09.2.../ DE000SU9XE78 /
| 2024-07-25 8:12:12 AM |
Chg.+0.050 |
Bid6:40:58 PM |
Ask6:40:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+5.81% |
0.980
Bid Size: 3,100 |
1.180
Ask Size: 3,100 |
CLARIANT N |
14.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU9XE7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.46 |
| Time value: |
0.64 |
| Break-even: |
15.69 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.04 |
| Spread %: |
3.77% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
8.65 |
| Rho: |
0.01 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+85.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.860 |
| 1M High / 1M Low: |
1.210 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
