Soc. Generale Call 260 SQN 20.09.2024
/ DE000SU9ABT2
Soc. Generale Call 260 SQN 20.09..../ DE000SU9ABT2 /
10/09/2024 15:19:29 |
Chg.+0.340 |
Bid16:09:24 |
Ask16:09:24 |
Underlying |
Strike price |
Expiration date |
Option type |
2.430EUR |
+16.27% |
2.430 Bid Size: 1,300 |
2.650 Ask Size: 1,300 |
SWISSQUOTE N |
260.00 CHF |
20/09/2024 |
Call |
Master data
WKN: |
SU9ABT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SWISSQUOTE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 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: |
11.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
2.32 |
Implied volatility: |
0.64 |
Historic volatility: |
0.28 |
Parity: |
2.32 |
Time value: |
0.41 |
Break-even: |
304.71 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.21 |
Spread %: |
8.33% |
Delta: |
0.79 |
Theta: |
-0.47 |
Omega: |
8.75 |
Rho: |
0.06 |
Quote data
Open: |
1.910 |
High: |
2.630 |
Low: |
1.910 |
Previous Close: |
2.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.18% |
1 Month |
|
|
-7.25% |
3 Months |
|
|
-40.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.720 |
1.840 |
1M High / 1M Low: |
4.480 |
1.840 |
6M High / 6M Low: |
4.750 |
1.100 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.560 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.666 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.19% |
Volatility 6M: |
|
200.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |