Soc. Generale Call 24 SDZ 20.12.2024
/ DE000SU24T05
Soc. Generale Call 24 SDZ 20.12.2.../ DE000SU24T05 /
| 11/12/2024 9:51:04 PM |
Chg.-0.090 |
Bid11/12/2024 |
Ask11/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
-5.17% |
1.650
Bid Size: 4,000 |
1.730
Ask Size: 4,000 |
SANDOZ GROUP N |
24.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SU24T0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
12/4/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.31 |
| Parity: |
1.76 |
| Time value: |
0.02 |
| Break-even: |
43.37 |
| Moneyness: |
1.69 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
2.37 |
| Rho: |
0.03 |
Quote data
| Open: |
1.690 |
| High: |
1.730 |
| Low: |
1.640 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.20% |
| 1 Month |
|
|
+11.49% |
| 3 Months |
|
|
+39.83% |
| YTD |
|
|
+223.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.640 |
| 1M High / 1M Low: |
1.740 |
1.340 |
| 6M High / 6M Low: |
1.740 |
0.750 |
| High (YTD): |
11/11/2024 |
1.740 |
| Low (YTD): |
4/10/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.544 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.147 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.97% |
| Volatility 6M: |
|
77.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
