Soc. Generale Call 190 SND 21.06.2024
/ DE000SU7XF61
Soc. Generale Call 190 SND 21.06..../ DE000SU7XF61 /
2024-05-31 9:51:36 PM |
Chg.-0.150 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.760EUR |
-3.84% |
3.800 Bid Size: 1,000 |
3.960 Ask Size: 1,000 |
SCHNEIDER ELEC. INH.... |
190.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SU7XF6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-06 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.78 |
Intrinsic value: |
3.75 |
Implied volatility: |
0.61 |
Historic volatility: |
0.21 |
Parity: |
3.75 |
Time value: |
0.19 |
Break-even: |
229.30 |
Moneyness: |
1.20 |
Premium: |
0.01 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
0.77% |
Delta: |
0.91 |
Theta: |
-0.15 |
Omega: |
5.26 |
Rho: |
0.09 |
Quote data
Open: |
3.940 |
High: |
3.940 |
Low: |
3.730 |
Previous Close: |
3.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.17% |
1 Month |
|
|
+45.17% |
3 Months |
|
|
+53.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.730 |
3.760 |
1M High / 1M Low: |
4.730 |
2.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.098 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.955 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |