Soc. Generale Call 450 ZURN 21.03.2025
/ DE000SU9AB45
Soc. Generale Call 450 ZURN 21.03.../ DE000SU9AB45 /
| 18/10/2024 08:17:29 |
Chg.+0.31 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.26EUR |
+3.90% |
-
Bid Size: - |
-
Ask Size: - |
ZURICH INSURANCE N |
450.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
SU9AB4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.63 |
| Intrinsic value: |
7.89 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
7.89 |
| Time value: |
0.99 |
| Break-even: |
568.55 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
0.79% |
| Delta: |
0.91 |
| Theta: |
-0.08 |
| Omega: |
5.69 |
| Rho: |
1.76 |
Quote data
| Open: |
8.26 |
| High: |
8.26 |
| Low: |
8.26 |
| Previous Close: |
7.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+13.93% |
| 3 Months |
|
|
+80.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.11 |
7.62 |
| 1M High / 1M Low: |
8.11 |
6.47 |
| 6M High / 6M Low: |
8.11 |
2.30 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.85% |
| Volatility 6M: |
|
131.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
