Soc. Generale Call 250 SQN 20.12.2024
/ DE000SU23G27
Soc. Generale Call 250 SQN 20.12..../ DE000SU23G27 /
| 2024-07-08 9:44:55 PM |
Chg.+0.020 |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.830EUR |
+0.34% |
5.820
Bid Size: 600 |
6.340
Ask Size: 600 |
SWISSQUOTE N |
250.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU23G2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.58 |
| Intrinsic value: |
4.71 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
4.71 |
| Time value: |
1.39 |
| Break-even: |
318.48 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.11 |
| Spread %: |
1.84% |
| Delta: |
0.80 |
| Theta: |
-0.08 |
| Omega: |
4.01 |
| Rho: |
0.83 |
Quote data
| Open: |
6.250 |
| High: |
6.250 |
| Low: |
5.820 |
| Previous Close: |
5.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.31% |
| 1 Month |
|
|
+10.42% |
| 3 Months |
|
|
+113.55% |
| YTD |
|
|
+288.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.810 |
4.690 |
| 1M High / 1M Low: |
5.900 |
4.530 |
| 6M High / 6M Low: |
5.900 |
1.180 |
| High (YTD): |
2024-06-12 |
5.900 |
| Low (YTD): |
2024-01-10 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.014 |
| Avg. volume 6M: |
|
1.937 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.59% |
| Volatility 6M: |
|
111.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
