Soc. Generale Call 500 ZURN 20.12.2024
/ DE000SU1VLQ0
Soc. Generale Call 500 ZURN 20.12.../ DE000SU1VLQ0 /
| 9/17/2024 9:42:40 PM |
Chg.0.000 |
Bid9/17/2024 |
Ask9/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.250
Bid Size: 20,000 |
0.300
Ask Size: 20,000 |
ZURICH INSURANCE N |
500.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SU1VLQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
11/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
0.10 |
| Time value: |
0.18 |
| Break-even: |
559.65 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.63 |
| Theta: |
-0.13 |
| Omega: |
12.24 |
| Rho: |
0.81 |
Quote data
| Open: |
0.240 |
| High: |
0.270 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.06% |
| 1 Month |
|
|
+152.53% |
| 3 Months |
|
|
+108.33% |
| YTD |
|
|
+400.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.170 |
| 1M High / 1M Low: |
0.250 |
0.084 |
| 6M High / 6M Low: |
0.250 |
0.043 |
| High (YTD): |
9/16/2024 |
0.250 |
| Low (YTD): |
2/13/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.53% |
| Volatility 6M: |
|
222.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
