Soc. Generale Call 460 ZURN 20.09.2024
/ DE000SU9AB11
Soc. Generale Call 460 ZURN 20.09.../ DE000SU9AB11 /
| 7/16/2024 10:01:23 AM |
Chg.-0.070 |
Bid10:58:24 AM |
Ask10:58:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.250EUR |
-3.02% |
2.280
Bid Size: 20,000 |
2.300
Ask Size: 20,000 |
ZURICH INSURANCE N |
460.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
SU9AB1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
1.64 |
| Time value: |
0.98 |
| Break-even: |
498.17 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.77% |
| Delta: |
0.72 |
| Theta: |
-0.13 |
| Omega: |
13.39 |
| Rho: |
0.59 |
Quote data
| Open: |
2.190 |
| High: |
2.250 |
| Low: |
2.160 |
| Previous Close: |
2.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.81% |
| 1 Month |
|
|
+0.45% |
| 3 Months |
|
|
+70.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.640 |
2.210 |
| 1M High / 1M Low: |
3.390 |
1.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.626 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
