Soc. Generale Call 220 SQN 20.09.2024
/ DE000SU9ABR6
Soc. Generale Call 220 SQN 20.09..../ DE000SU9ABR6 /
| 2024-07-31 8:14:00 AM |
Chg.+0.48 |
Bid8:35:52 PM |
Ask8:35:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.80EUR |
+9.02% |
5.98
Bid Size: 600 |
7.20
Ask Size: 600 |
SWISSQUOTE N |
220.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU9ABR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.12 |
| Intrinsic value: |
5.99 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.28 |
| Parity: |
5.99 |
| Time value: |
0.63 |
| Break-even: |
296.65 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.29 |
| Spread %: |
4.58% |
| Delta: |
0.87 |
| Theta: |
-0.16 |
| Omega: |
3.81 |
| Rho: |
0.26 |
Quote data
| Open: |
5.80 |
| High: |
5.80 |
| Low: |
5.80 |
| Previous Close: |
5.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.01% |
| 1 Month |
|
|
-9.23% |
| 3 Months |
|
|
+56.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.50 |
5.01 |
| 1M High / 1M Low: |
8.07 |
4.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
