Soc. Generale Call 200 SQN 20.09.2024
/ DE000SU23GZ1
Soc. Generale Call 200 SQN 20.09..../ DE000SU23GZ1 /
| 25/07/2024 13:24:43 |
Chg.+0.080 |
Bid14:10:59 |
Ask14:10:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.220EUR |
+1.12% |
7.230
Bid Size: 1,000 |
7.530
Ask Size: 1,000 |
SWISSQUOTE N |
200.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SU23GZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.59 |
| Intrinsic value: |
7.48 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.28 |
| Parity: |
7.48 |
| Time value: |
0.46 |
| Break-even: |
287.85 |
| Moneyness: |
1.36 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.30 |
| Spread %: |
3.93% |
| Delta: |
0.91 |
| Theta: |
-0.12 |
| Omega: |
3.24 |
| Rho: |
0.28 |
Quote data
| Open: |
6.900 |
| High: |
7.220 |
| Low: |
6.900 |
| Previous Close: |
7.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.00% |
| 1 Month |
|
|
-12.38% |
| 3 Months |
|
|
+65.98% |
| YTD |
|
|
+148.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.850 |
6.810 |
| 1M High / 1M Low: |
10.210 |
6.810 |
| 6M High / 6M Low: |
10.210 |
3.230 |
| High (YTD): |
10/07/2024 |
10.210 |
| Low (YTD): |
10/01/2024 |
2.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.444 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.169 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.03% |
| Volatility 6M: |
|
92.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
