Soc. Generale Call 85 SNW 20.09.2024
/ DE000SU1N667
Soc. Generale Call 85 SNW 20.09.2.../ DE000SU1N667 /
7/17/2024 9:20:01 AM |
Chg.-0.030 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-3.30% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
85.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SU1N66 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
11/3/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.69 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
0.69 |
Time value: |
0.19 |
Break-even: |
93.80 |
Moneyness: |
1.08 |
Premium: |
0.02 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
1.15% |
Delta: |
0.79 |
Theta: |
-0.03 |
Omega: |
8.23 |
Rho: |
0.11 |
Quote data
Open: |
0.880 |
High: |
0.880 |
Low: |
0.880 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.38% |
1 Month |
|
|
+54.39% |
3 Months |
|
|
+72.55% |
YTD |
|
|
+1.15% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
0.910 |
1M High / 1M Low: |
1.130 |
0.570 |
6M High / 6M Low: |
1.270 |
0.430 |
High (YTD): |
1/12/2024 |
1.330 |
Low (YTD): |
4/19/2024 |
0.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.821 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.750 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.31% |
Volatility 6M: |
|
158.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |