Soc. Generale Call 26 SDZ 20.12.2024
/ DE000SU2C4J3
Soc. Generale Call 26 SDZ 20.12.2.../ DE000SU2C4J3 /
| 11/12/2024 9:36:16 PM |
Chg.-0.090 |
Bid9:58:45 PM |
Ask9:58:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
-5.88% |
1.440
Bid Size: 4,000 |
1.520
Ask Size: 4,000 |
SANDOZ GROUP N |
26.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/17/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.31 |
| Parity: |
1.55 |
| Time value: |
0.02 |
| Break-even: |
43.40 |
| Moneyness: |
1.56 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.67 |
| Rho: |
0.03 |
Quote data
| Open: |
1.480 |
| High: |
1.520 |
| Low: |
1.430 |
| Previous Close: |
1.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.37% |
| 1 Month |
|
|
+13.39% |
| 3 Months |
|
|
+45.45% |
| YTD |
|
|
+289.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.430 |
| 1M High / 1M Low: |
1.530 |
1.130 |
| 6M High / 6M Low: |
1.530 |
0.610 |
| High (YTD): |
11/11/2024 |
1.530 |
| Low (YTD): |
4/10/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.963 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.36% |
| Volatility 6M: |
|
89.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
