Soc. Generale Call 420 ZURN 20.09.2024
/ DE000SU9ABZ9
Soc. Generale Call 420 ZURN 20.09.../ DE000SU9ABZ9 /
| 7/16/2024 8:14:15 AM |
Chg.-0.30 |
Bid3:29:34 PM |
Ask3:29:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.40EUR |
-5.26% |
5.84
Bid Size: 15,000 |
5.89
Ask Size: 15,000 |
ZURICH INSURANCE N |
420.00 CHF |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.05 |
| Intrinsic value: |
5.75 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
5.75 |
| Time value: |
0.56 |
| Break-even: |
494.03 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
0.96% |
| Delta: |
0.90 |
| Theta: |
-0.11 |
| Omega: |
6.93 |
| Rho: |
0.68 |
Quote data
| Open: |
5.40 |
| High: |
5.40 |
| Low: |
5.40 |
| Previous Close: |
5.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.05% |
| 1 Month |
|
|
-7.06% |
| 3 Months |
|
|
+28.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.85 |
5.24 |
| 1M High / 1M Low: |
7.09 |
4.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
