Soc. Generale Call 45 SCHW 20.09.2024
/ DE000SU0FZ17
Soc. Generale Call 45 SCHW 20.09..../ DE000SU0FZ17 /
| 2024-07-25 9:40:58 PM |
Chg.+0.190 |
Bid9:59:44 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.000EUR |
+10.50% |
1.970
Bid Size: 5,000 |
-
Ask Size: - |
Charles Schwab Corpo... |
45.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU0FZ1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.26 |
| Parity: |
1.76 |
| Time value: |
0.03 |
| Break-even: |
59.42 |
| Moneyness: |
1.42 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
3.25 |
| Rho: |
0.06 |
Quote data
| Open: |
1.630 |
| High: |
2.000 |
| Low: |
1.620 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.22% |
| 1 Month |
|
|
-27.01% |
| 3 Months |
|
|
-29.33% |
| YTD |
|
|
-16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
1.600 |
| 1M High / 1M Low: |
2.860 |
1.600 |
| 6M High / 6M Low: |
3.220 |
1.600 |
| High (YTD): |
2024-05-21 |
3.220 |
| Low (YTD): |
2024-07-19 |
1.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.434 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.17% |
| Volatility 6M: |
|
72.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
