Soc. Generale Call 440 ZURN 20.12.2024
/ DE000SW984J9
Soc. Generale Call 440 ZURN 20.12.../ DE000SW984J9 /
8/14/2024 9:52:15 AM |
Chg.+0.23 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.18EUR |
+5.82% |
- Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N |
440.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
SW984J |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ZURICH INSURANCE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
5/13/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.52 |
Intrinsic value: |
2.31 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
2.31 |
Time value: |
1.79 |
Break-even: |
503.82 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
0.74% |
Delta: |
0.71 |
Theta: |
-0.11 |
Omega: |
8.39 |
Rho: |
1.06 |
Quote data
Open: |
4.18 |
High: |
4.18 |
Low: |
4.18 |
Previous Close: |
3.95 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+38.87% |
1 Month |
|
|
-23.44% |
3 Months |
|
|
+23.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.18 |
3.01 |
1M High / 1M Low: |
5.46 |
3.01 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.33 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
180.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |