Soc. Generale Call 240 SQN 20.09.2024
/ DE000SU9ABS4
Soc. Generale Call 240 SQN 20.09..../ DE000SU9ABS4 /
| 2024-06-14 9:43:36 PM |
Chg.-0.730 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.610EUR |
-13.67% |
4.620
Bid Size: 700 |
5.140
Ask Size: 700 |
SWISSQUOTE N |
240.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU9ABS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 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: |
5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.51 |
| Intrinsic value: |
3.97 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
3.97 |
| Time value: |
0.97 |
| Break-even: |
301.26 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.11 |
| Spread %: |
2.28% |
| Delta: |
0.80 |
| Theta: |
-0.10 |
| Omega: |
4.75 |
| Rho: |
0.49 |
Quote data
| Open: |
5.260 |
| High: |
5.260 |
| Low: |
4.610 |
| Previous Close: |
5.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.10% |
| 1 Month |
|
|
+19.43% |
| 3 Months |
|
|
+88.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.030 |
4.610 |
| 1M High / 1M Low: |
6.030 |
3.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
