Soc. Generale Call 450 ZURN 21.03.2025
/ DE000SU9AB45
Soc. Generale Call 450 ZURN 21.03.../ DE000SU9AB45 /
| 16/07/2024 08:14:09 |
Chg.-0.29 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.23EUR |
-6.42% |
-
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: |
10.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.71 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
2.67 |
| Time value: |
1.98 |
| Break-even: |
508.21 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
1.09% |
| Delta: |
0.77 |
| Theta: |
-0.07 |
| Omega: |
8.05 |
| Rho: |
2.23 |
Quote data
| Open: |
4.23 |
| High: |
4.23 |
| Low: |
4.23 |
| Previous Close: |
4.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.67% |
| 1 Month |
|
|
-3.86% |
| 3 Months |
|
|
+28.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.61 |
4.12 |
| 1M High / 1M Low: |
5.38 |
3.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
