Soc. Generale Call 220 SQN 20.09.2024
/ DE000SU9ABR6
Soc. Generale Call 220 SQN 20.09..../ DE000SU9ABR6 /
2024-06-25 3:29:40 PM |
Chg.+0.270 |
Bid3:43:51 PM |
Ask3:43:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.790EUR |
+4.14% |
6.700 Bid Size: 1,000 |
6.910 Ask Size: 1,000 |
SWISSQUOTE N |
220.00 CHF |
2024-09-20 |
Call |
Master data
WKN: |
SU9ABR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SWISSQUOTE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-13 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.81 |
Intrinsic value: |
6.57 |
Implied volatility: |
0.49 |
Historic volatility: |
0.28 |
Parity: |
6.57 |
Time value: |
0.64 |
Break-even: |
301.62 |
Moneyness: |
1.29 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.22 |
Spread %: |
3.15% |
Delta: |
0.88 |
Theta: |
-0.10 |
Omega: |
3.62 |
Rho: |
0.45 |
Quote data
Open: |
6.430 |
High: |
6.990 |
Low: |
6.430 |
Previous Close: |
6.520 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.31% |
1 Month |
|
|
+18.71% |
3 Months |
|
|
+56.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.880 |
6.370 |
1M High / 1M Low: |
7.700 |
5.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.602 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.409 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |