Soc. Generale Call 500 ZURN 20.12.2024
/ DE000SU1VLQ0
Soc. Generale Call 500 ZURN 20.12.../ DE000SU1VLQ0 /
| 17/09/2024 08:33:25 |
Chg.+0.040 |
Bid17:41:28 |
Ask17:41:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+20.00% |
0.250
Bid Size: 20,000 |
0.300
Ask Size: 20,000 |
ZURICH INSURANCE N |
500.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
07/11/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+207.69% |
| 3 Months |
|
|
+118.18% |
| YTD |
|
|
+389.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.150 |
| 1M High / 1M Low: |
0.200 |
0.080 |
| 6M High / 6M Low: |
0.200 |
0.038 |
| High (YTD): |
16/09/2024 |
0.200 |
| Low (YTD): |
14/02/2024 |
0.024 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.13% |
| Volatility 6M: |
|
231.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
