Soc. Generale Call 450 ZURN 21.03.2025
/ DE000SU9AB45
Soc. Generale Call 450 ZURN 21.03.../ DE000SU9AB45 /
| 8/15/2024 8:14:08 AM |
Chg.+0.23 |
Bid2:29:14 PM |
Ask2:29:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.82EUR |
+6.41% |
4.43
Bid Size: 15,000 |
4.47
Ask Size: 15,000 |
ZURICH INSURANCE N |
450.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.25 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.15 |
| Parity: |
2.25 |
| Time value: |
1.92 |
| Break-even: |
514.02 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.97% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
8.84 |
| Rho: |
1.95 |
Quote data
| Open: |
3.82 |
| High: |
3.82 |
| Low: |
3.82 |
| Previous Close: |
3.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.92% |
| 1 Month |
|
|
-15.49% |
| 3 Months |
|
|
+29.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.62 |
2.79 |
| 1M High / 1M Low: |
4.78 |
2.79 |
| 6M High / 6M Low: |
5.38 |
1.71 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.03% |
| Volatility 6M: |
|
158.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
