Soc. Generale Call 200 SQN 20.09.2024
/ DE000SU23GZ1
Soc. Generale Call 200 SQN 20.09..../ DE000SU23GZ1 /
| 2024-06-21 8:12:42 PM |
Chg.-0.180 |
Bid8:29:58 PM |
Ask8:29:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.220EUR |
-2.14% |
8.230
Bid Size: 400 |
9.500
Ask Size: 400 |
SWISSQUOTE N |
200.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU23GZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.81 |
| Intrinsic value: |
8.62 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.28 |
| Parity: |
8.62 |
| Time value: |
0.55 |
| Break-even: |
301.34 |
| Moneyness: |
1.41 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.25 |
| Spread %: |
2.80% |
| Delta: |
0.92 |
| Theta: |
-0.09 |
| Omega: |
2.96 |
| Rho: |
0.45 |
Quote data
| Open: |
8.270 |
| High: |
8.920 |
| Low: |
8.210 |
| Previous Close: |
8.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.05% |
| 1 Month |
|
|
+20.53% |
| 3 Months |
|
|
+31.31% |
| YTD |
|
|
+183.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.750 |
7.900 |
| 1M High / 1M Low: |
9.650 |
6.820 |
| 6M High / 6M Low: |
9.650 |
2.380 |
| High (YTD): |
2024-06-12 |
9.650 |
| Low (YTD): |
2024-01-10 |
2.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.997 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.172 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.29% |
| Volatility 6M: |
|
95.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
