Soc. Generale Call 460 ZURN 20.12.2024
/ DE000SW984K7
Soc. Generale Call 460 ZURN 20.12.../ DE000SW984K7 /
| 8/15/2024 10:27:27 AM |
Chg.+0.45 |
Bid9:40:30 PM |
Ask9:40:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+16.98% |
2.93
Bid Size: 1,100 |
3.48
Ask Size: 1,100 |
ZURICH INSURANCE N |
460.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SW984K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
1.20 |
| Time value: |
1.67 |
| Break-even: |
511.51 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.41% |
| Delta: |
0.67 |
| Theta: |
-0.10 |
| Omega: |
11.56 |
| Rho: |
1.05 |
Quote data
| Open: |
3.14 |
| High: |
3.14 |
| Low: |
3.10 |
| Previous Close: |
2.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.22% |
| 1 Month |
|
|
-18.42% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.65 |
1.80 |
| 1M High / 1M Low: |
3.80 |
1.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
