Soc. Generale Call 30 SDZ 20.12.2024
/ DE000SU2C4L9
Soc. Generale Call 30 SDZ 20.12.2.../ DE000SU2C4L9 /
| 11/11/2024 9:45:18 PM |
Chg.+0.050 |
Bid11/11/2024 |
Ask11/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+4.76% |
1.100
Bid Size: 4,000 |
1.180
Ask Size: 4,000 |
SANDOZ GROUP N |
30.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SU2C4L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 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: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
1.09 |
| Time value: |
0.01 |
| Break-even: |
42.97 |
| Moneyness: |
1.34 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.92% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
3.83 |
| Rho: |
0.03 |
Quote data
| Open: |
1.050 |
| High: |
1.170 |
| Low: |
1.050 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.80% |
| 1 Month |
|
|
+27.91% |
| 3 Months |
|
|
+64.18% |
| YTD |
|
|
+423.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
1.010 |
| 1M High / 1M Low: |
1.070 |
0.730 |
| 6M High / 6M Low: |
1.070 |
0.330 |
| High (YTD): |
11/4/2024 |
1.070 |
| Low (YTD): |
4/10/2024 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.906 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.613 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.74% |
| Volatility 6M: |
|
120.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
