Soc. Generale Call 26 SDZ 20.12.2024
/ DE000SU2C4J3
Soc. Generale Call 26 SDZ 20.12.2.../ DE000SU2C4J3 /
| 18/10/2024 10:57:28 |
Chg.-0.030 |
Bid18/10/2024 |
Ask18/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-2.61% |
1.120
Bid Size: 40,000 |
1.130
Ask Size: 40,000 |
SANDOZ GROUP N |
26.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SU2C4J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
17/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.33 |
| Parity: |
1.15 |
| Time value: |
0.04 |
| Break-even: |
39.62 |
| Moneyness: |
1.41 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.11 |
| Rho: |
0.04 |
Quote data
| Open: |
1.140 |
| High: |
1.140 |
| Low: |
1.120 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.81% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
+30.23% |
| YTD |
|
|
+202.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.150 |
| 1M High / 1M Low: |
1.280 |
0.840 |
| 6M High / 6M Low: |
1.280 |
0.420 |
| High (YTD): |
14/10/2024 |
1.280 |
| Low (YTD): |
10/04/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.863 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.05% |
| Volatility 6M: |
|
102.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
