Soc. Generale Call 250 SQN 20.09.2024
/ DE000SU23G01
Soc. Generale Call 250 SQN 20.09..../ DE000SU23G01 /
7/9/2024 8:49:42 AM |
Chg.+0.08 |
Bid1:50:43 PM |
Ask1:50:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.93EUR |
+1.65% |
5.57 Bid Size: 1,000 |
5.74 Ask Size: 1,000 |
SWISSQUOTE N |
250.00 CHF |
9/20/2024 |
Call |
Master data
WKN: |
SU23G0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SWISSQUOTE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 CHF |
Maturity: |
9/20/2024 |
Issue date: |
12/1/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.11 |
Intrinsic value: |
4.80 |
Implied volatility: |
0.44 |
Historic volatility: |
0.28 |
Parity: |
4.80 |
Time value: |
0.72 |
Break-even: |
312.55 |
Moneyness: |
1.19 |
Premium: |
0.02 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.17 |
Spread %: |
3.18% |
Delta: |
0.84 |
Theta: |
-0.12 |
Omega: |
4.67 |
Rho: |
0.41 |
Quote data
Open: |
4.93 |
High: |
4.93 |
Low: |
4.93 |
Previous Close: |
4.85 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.13% |
1 Month |
|
|
+4.01% |
3 Months |
|
|
+130.37% |
YTD |
|
|
+403.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.17 |
3.94 |
1M High / 1M Low: |
5.27 |
3.82 |
6M High / 6M Low: |
5.27 |
0.74 |
High (YTD): |
6/13/2024 |
5.27 |
Low (YTD): |
1/10/2024 |
0.74 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.61 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.42 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.07% |
Volatility 6M: |
|
160.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |