Soc. Generale Call 240 SQN 20.09.2024
/ DE000SU9ABS4
Soc. Generale Call 240 SQN 20.09..../ DE000SU9ABS4 /
| 06/09/2024 08:15:13 |
Chg.-0.51 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.88EUR |
-11.62% |
-
Bid Size: - |
-
Ask Size: - |
SWISSQUOTE N |
240.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SU9ABS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
13/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.00 |
| Intrinsic value: |
3.96 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.28 |
| Parity: |
3.96 |
| Time value: |
0.28 |
| Break-even: |
298.79 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.29 |
| Spread %: |
7.34% |
| Delta: |
0.88 |
| Theta: |
-0.32 |
| Omega: |
6.13 |
| Rho: |
0.08 |
Quote data
| Open: |
3.88 |
| High: |
3.88 |
| Low: |
3.88 |
| Previous Close: |
4.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.70% |
| 1 Month |
|
|
+2.37% |
| 3 Months |
|
|
-28.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.13 |
3.88 |
| 1M High / 1M Low: |
6.31 |
3.79 |
| 6M High / 6M Low: |
6.52 |
1.84 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.03 |
| Avg. volume 6M: |
|
.31 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.76% |
| Volatility 6M: |
|
172.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
