Soc. Generale Call 580 ZURN 20.12.2024
/ DE000SY0N5D4
Soc. Generale Call 580 ZURN 20.12.../ DE000SY0N5D4 /
| 18/10/2024 18:52:03 |
Chg.+0.004 |
Bid19:00:08 |
Ask19:00:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.008EUR |
+100.00% |
0.008
Bid Size: 35,000 |
0.026
Ask Size: 35,000 |
ZURICH INSURANCE N |
580.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SY0N5D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ZURICH INSURANCE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
22/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
279.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-0.60 |
| Time value: |
0.02 |
| Break-even: |
620.34 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.01 |
| Spread %: |
150.00% |
| Delta: |
0.10 |
| Theta: |
-0.06 |
| Omega: |
29.11 |
| Rho: |
0.10 |
Quote data
| Open: |
0.002 |
| High: |
0.008 |
| Low: |
0.001 |
| Previous Close: |
0.004 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+700.00% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+700.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.004 |
0.001 |
| 1M High / 1M Low: |
0.009 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.002 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,470.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
