Soc. Generale Call 460 ZURN 20.09.2024
/ DE000SU9AB11
Soc. Generale Call 460 ZURN 20.09.../ DE000SU9AB11 /
8/14/2024 8:16:10 AM |
Chg.+0.26 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.38EUR |
+23.21% |
- Bid Size: - |
- Ask Size: - |
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: |
29.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.14 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.24 |
Historic volatility: |
0.15 |
Parity: |
0.20 |
Time value: |
1.46 |
Break-even: |
500.45 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.02 |
Spread %: |
1.22% |
Delta: |
0.56 |
Theta: |
-0.22 |
Omega: |
16.29 |
Rho: |
0.26 |
Quote data
Open: |
1.38 |
High: |
1.38 |
Low: |
1.38 |
Previous Close: |
1.12 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+53.33% |
1 Month |
|
|
-42.02% |
3 Months |
|
|
+6.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.44 |
0.81 |
1M High / 1M Low: |
2.67 |
0.81 |
6M High / 6M Low: |
3.34 |
0.65 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.02 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
410.75% |
Volatility 6M: |
|
301.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |