Soc. Generale Call 600 EMSN 20.12.2024
/ DE000SU23GN7
Soc. Generale Call 600 EMSN 20.12.../ DE000SU23GN7 /
| 2024-07-26 8:49:11 AM |
Chg.-0.05 |
Bid12:09:39 PM |
Ask12:09:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-4.55% |
1.21
Bid Size: 7,000 |
1.29
Ask Size: 7,000 |
EMS-CHEMIE N |
600.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU23GN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EMS-CHEMIE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
1.17 |
| Time value: |
0.11 |
| Break-even: |
755.52 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
6.67% |
| Delta: |
0.96 |
| Theta: |
-0.08 |
| Omega: |
5.57 |
| Rho: |
2.36 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-28.08% |
| 3 Months |
|
|
-19.23% |
| YTD |
|
|
-9.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
1.10 |
| 1M High / 1M Low: |
1.64 |
1.06 |
| 6M High / 6M Low: |
1.66 |
0.50 |
| High (YTD): |
2024-05-16 |
1.66 |
| Low (YTD): |
2024-03-06 |
0.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.14% |
| Volatility 6M: |
|
106.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
