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: |
|
- |