Soc. Generale Call 550 ZURN 20.12.2024
/ DE000SU1VLR8
Soc. Generale Call 550 ZURN 20.12.../ DE000SU1VLR8 /
16/07/2024 16:52:27 |
Chg.-0.001 |
Bid17:30:01 |
Ask17:30:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.012EUR |
-7.69% |
0.009 Bid Size: 40,000 |
0.024 Ask Size: 40,000 |
ZURICH INSURANCE N |
550.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
SU1VLR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ZURICH INSURANCE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 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: |
195.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.15 |
Parity: |
-0.76 |
Time value: |
0.03 |
Break-even: |
566.82 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.01 |
Spread %: |
66.67% |
Delta: |
0.11 |
Theta: |
-0.03 |
Omega: |
21.43 |
Rho: |
0.22 |
Quote data
Open: |
0.010 |
High: |
0.016 |
Low: |
0.010 |
Previous Close: |
0.013 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-20.00% |
YTD |
|
|
-7.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.016 |
0.012 |
1M High / 1M Low: |
0.030 |
0.009 |
6M High / 6M Low: |
0.043 |
0.005 |
High (YTD): |
20/03/2024 |
0.043 |
Low (YTD): |
03/05/2024 |
0.005 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.014 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.018 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.017 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
304.07% |
Volatility 6M: |
|
294.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |