Soc. Generale Call 260 SQN 20.12.2024
/ DE000SW98361
Soc. Generale Call 260 SQN 20.12..../ DE000SW98361 /
| 15/11/2024 21:51:24 |
Chg.-0.480 |
Bid21:59:59 |
Ask21:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.090EUR |
-6.34% |
7.100
Bid Size: 500 |
7.860
Ask Size: 500 |
SWISSQUOTE N |
260.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SW9836 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.26 |
| Intrinsic value: |
7.17 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.28 |
| Parity: |
7.17 |
| Time value: |
0.45 |
| Break-even: |
354.06 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.25 |
| Spread %: |
3.39% |
| Delta: |
0.90 |
| Theta: |
-0.20 |
| Omega: |
4.12 |
| Rho: |
0.22 |
Quote data
| Open: |
7.350 |
| High: |
7.350 |
| Low: |
6.990 |
| Previous Close: |
7.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.41% |
| 1 Month |
|
|
+46.79% |
| 3 Months |
|
|
+39.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.360 |
7.090 |
| 1M High / 1M Low: |
8.360 |
3.760 |
| 6M High / 6M Low: |
8.360 |
2.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.422 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.89% |
| Volatility 6M: |
|
157.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
