Soc. Generale Call 420 ZURN 20.09.2024
/ DE000SU9ABZ9
Soc. Generale Call 420 ZURN 20.09.../ DE000SU9ABZ9 /
| 14/08/2024 10:18:59 |
Chg.+0.800 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.430EUR |
+17.28% |
4.990
Bid Size: 1,000 |
6.520
Ask Size: 1,000 |
ZURICH INSURANCE N |
420.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SU9ABZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
13/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.59 |
| Intrinsic value: |
4.41 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
4.41 |
| Time value: |
0.93 |
| Break-even: |
495.18 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
1.14% |
| Delta: |
0.80 |
| Theta: |
-0.27 |
| Omega: |
7.25 |
| Rho: |
0.34 |
Quote data
| Open: |
5.430 |
| High: |
5.430 |
| Low: |
5.430 |
| Previous Close: |
4.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.26% |
| 1 Month |
|
|
-7.02% |
| 3 Months |
|
|
+36.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.110 |
4.080 |
| 1M High / 1M Low: |
6.060 |
3.790 |
| 6M High / 6M Low: |
6.840 |
2.490 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.998 |
| Avg. volume 6M: |
|
7.087 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.74% |
| Volatility 6M: |
|
123.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
