Soc. Generale Call 520 ZURN 20.09.../  DE000SU9AB37  /

Frankfurt Zert./SG
8/14/2024  10:14:55 AM Chg.0.000 Bid5:30:01 PM Ask5:30:01 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 30,000
0.020
Ask Size: 30,000
ZURICH INSURANCE N 520.00 CHF 9/20/2024 Call
 

Master data

WKN: SU9AB3
Issuer: Société Générale
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Call
Strike price: 520.00 CHF
Maturity: 9/20/2024
Issue date: 2/13/2024
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 242.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.15
Parity: -0.61
Time value: 0.02
Break-even: 548.96
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 2.33
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: 0.10
Theta: -0.11
Omega: 24.90
Rho: 0.05
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -85.71%
3 Months
  -85.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.008 0.001
6M High / 6M Low: 0.047 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.016
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   877.23%
Volatility 6M:   523.41%
Volatility 1Y:   -
Volatility 3Y:   -