Soc. Generale Call 34 SDZ 20.12.2024
/ DE000SU2C4N5
Soc. Generale Call 34 SDZ 20.12.2.../ DE000SU2C4N5 /
| 10/9/2024 6:48:25 PM |
Chg.+0.100 |
Bid10/9/2024 |
Ask10/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+35.71% |
0.380
Bid Size: 7,900 |
0.440
Ask Size: 7,900 |
SANDOZ GROUP N |
34.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SU2C4N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 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: |
12.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.32 |
| Parity: |
0.16 |
| Time value: |
0.15 |
| Break-even: |
39.21 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
8.08 |
| Rho: |
0.04 |
Quote data
| Open: |
0.270 |
| High: |
0.390 |
| Low: |
0.270 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.00% |
| 1 Month |
|
|
+5.56% |
| 3 Months |
|
|
+52.00% |
| YTD |
|
|
+245.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.200 |
| 1M High / 1M Low: |
0.360 |
0.200 |
| 6M High / 6M Low: |
0.550 |
0.035 |
| High (YTD): |
8/1/2024 |
0.550 |
| Low (YTD): |
4/10/2024 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.279 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.41% |
| Volatility 6M: |
|
191.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
