Soc. Generale Call 300 SQN 20.09.2024
/ DE000SW7WYQ6
Soc. Generale Call 300 SQN 20.09..../ DE000SW7WYQ6 /
7/31/2024 9:35:12 PM |
Chg.-0.060 |
Bid11:30:04 AM |
Ask11:30:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
-8.96% |
0.580 Bid Size: 5,200 |
0.780 Ask Size: 5,200 |
SWISSQUOTE N |
300.00 CHF |
9/20/2024 |
Call |
Master data
WKN: |
SW7WYQ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SWISSQUOTE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 CHF |
Maturity: |
9/20/2024 |
Issue date: |
3/19/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
39.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.28 |
Parity: |
-2.30 |
Time value: |
0.75 |
Break-even: |
323.07 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
1.06 |
Spread abs.: |
0.05 |
Spread %: |
7.14% |
Delta: |
0.32 |
Theta: |
-0.15 |
Omega: |
12.48 |
Rho: |
0.12 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.600 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.93% |
1 Month |
|
|
-45.54% |
3 Months |
|
|
+32.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.560 |
1M High / 1M Low: |
1.960 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.604 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
345.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |