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Soc. Generale Call 450 ZURN 20.12.../  DE000SU1VLP2  /

Frankfurt Zert./SG
9/17/2024  8:02:21 PM Chg.-0.010 Bid8:47:39 PM Ask8:47:39 PM Underlying Strike price Expiration date Option type
6.640EUR -0.15% 6.650
Bid Size: 1,000		 7.750
Ask Size: 1,000		 ZURICH INSURANCE N 450.00 CHF 12/20/2024 Call
 

Master data

WKN: SU1VLP
Issuer: Société Générale
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Call
Strike price: 450.00 CHF
Maturity: 12/20/2024
Issue date: 11/7/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.47
Leverage: Yes

Calculated values

Fair value: 6.80
Intrinsic value: 6.31
Implied volatility: 0.26
Historic volatility: 0.15
Parity: 6.31
Time value: 0.94
Break-even: 550.98
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 0.69%
Delta: 0.86
Theta: -0.12
Omega: 6.44
Rho: 1.02
 

Quote data

Open: 6.500
High: 7.340
Low: 6.500
Previous Close: 6.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.51%
1 Month  
+59.62%
3 Months  
+67.25%
YTD  
+268.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.650 5.510
1M High / 1M Low: 6.650 3.910
6M High / 6M Low: 6.650 1.830
High (YTD): 9/16/2024 6.650
Low (YTD): 2/13/2024 1.140
52W High: - -
52W Low: - -
Avg. price 1W:   5.990
Avg. volume 1W:   0.000
Avg. price 1M:   5.008
Avg. volume 1M:   0.000
Avg. price 6M:   3.656
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.58%
Volatility 6M:   136.69%
Volatility 1Y:   -
Volatility 3Y:   -