Soc. Generale Call 600 EMSN 20.12.2024
/ DE000SU23GN7
Soc. Generale Call 600 EMSN 20.12.../ DE000SU23GN7 /
| 26/07/2024 08:49:11 |
Chg.-0.05 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-4.55% |
-
Bid Size: - |
-
Ask Size: - |
EMS-CHEMIE N |
600.00 CHF |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
1.25 |
| Time value: |
0.14 |
| Break-even: |
764.44 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
6.92% |
| Delta: |
0.91 |
| Theta: |
-0.12 |
| Omega: |
4.89 |
| Rho: |
2.16 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-19.85% |
| 3 Months |
|
|
-19.23% |
| YTD |
|
|
-9.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.05 |
| 1M High / 1M Low: |
1.64 |
1.05 |
| 6M High / 6M Low: |
1.66 |
0.50 |
| High (YTD): |
16/05/2024 |
1.66 |
| Low (YTD): |
06/03/2024 |
0.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.78% |
| Volatility 6M: |
|
106.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
