Soc. Generale Call 220 SQN 20.09.2024
/ DE000SU9ABR6
Soc. Generale Call 220 SQN 20.09..../ DE000SU9ABR6 /
| 23/05/2024 19:59:51 |
Chg.+0.410 |
Bid20:55:59 |
Ask20:55:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.700EUR |
+7.75% |
5.670
Bid Size: 600 |
6.450
Ask Size: 600 |
SWISSQUOTE N |
220.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SU9ABR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
13/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.33 |
| Intrinsic value: |
4.86 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
4.86 |
| Time value: |
0.84 |
| Break-even: |
278.99 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
2.70% |
| Delta: |
0.85 |
| Theta: |
-0.08 |
| Omega: |
4.02 |
| Rho: |
0.57 |
Quote data
| Open: |
5.290 |
| High: |
6.090 |
| Low: |
5.280 |
| Previous Close: |
5.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.75% |
| 1 Month |
|
|
+61.93% |
| 3 Months |
|
|
+82.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.590 |
5.270 |
| 1M High / 1M Low: |
5.590 |
2.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
