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Soc. Generale Call 500 ZURN 20.12.../  DE000SU1VLQ0  /

Frankfurt Zert./SG
8/15/2024  10:02:43 AM Chg.+0.020 Bid9:44:38 PM Ask9:44:38 PM Underlying Strike price Expiration date Option type
0.088EUR +29.41% 0.081
Bid Size: 35,000		 0.110
Ask Size: 35,000		 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: 58.90
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.15
Parity: -0.30
Time value: 0.08
Break-even: 533.20
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 13.51%
Delta: 0.31
Theta: -0.08
Omega: 18.51
Rho: 0.51
 

Quote data

Open: 0.088
High: 0.088
Low: 0.088
Previous Close: 0.068
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+79.59%
1 Month
  -12.00%
3 Months  
+39.68%
YTD  
+76.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.049
1M High / 1M Low: 0.120 0.046
6M High / 6M Low: 0.160 0.036
High (YTD): 6/25/2024 0.160
Low (YTD): 2/13/2024 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.094
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   280.32%
Volatility 6M:   208.60%
Volatility 1Y:   -
Volatility 3Y:   -