Soc. Generale Call 440 ZURN 20.09.2024
/ DE000SU9AB03
Soc. Generale Call 440 ZURN 20.09.../ DE000SU9AB03 /
| 14/08/2024 08:16:10 |
Chg.+0.37 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.99EUR |
+14.12% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
440.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SU9AB0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 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: |
14.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
2.31 |
| Time value: |
1.05 |
| Break-even: |
496.42 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
0.90% |
| Delta: |
0.72 |
| Theta: |
-0.25 |
| Omega: |
10.39 |
| Rho: |
0.32 |
Quote data
| Open: |
2.99 |
| High: |
2.99 |
| Low: |
2.99 |
| Previous Close: |
2.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.79% |
| 1 Month |
|
|
-24.49% |
| 3 Months |
|
|
+23.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
1.99 |
| 1M High / 1M Low: |
4.32 |
1.99 |
| 6M High / 6M Low: |
5.16 |
1.31 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.21% |
| Volatility 6M: |
|
238.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
