Soc. Generale Call 260 SQN 20.12.2024
/ DE000SW98361
Soc. Generale Call 260 SQN 20.12..../ DE000SW98361 /
| 10/18/2024 9:42:09 AM |
Chg.-0.17 |
Bid2:47:38 PM |
Ask2:47:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.88EUR |
-3.37% |
4.87
Bid Size: 1,000 |
5.04
Ask Size: 1,000 |
SWISSQUOTE N |
260.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SW9836 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.85 |
| Intrinsic value: |
4.56 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
4.56 |
| Time value: |
0.68 |
| Break-even: |
329.59 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.18 |
| Spread %: |
3.56% |
| Delta: |
0.84 |
| Theta: |
-0.13 |
| Omega: |
5.16 |
| Rho: |
0.38 |
Quote data
| Open: |
4.88 |
| High: |
4.88 |
| Low: |
4.88 |
| Previous Close: |
5.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.37% |
| 1 Month |
|
|
+8.93% |
| 3 Months |
|
|
+52.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.59 |
5.05 |
| 1M High / 1M Low: |
5.59 |
4.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
