Soc. Generale Call 240 SQN 20.09.2024
/ DE000SU9ABS4
Soc. Generale Call 240 SQN 20.09..../ DE000SU9ABS4 /
| 27/05/2024 09:58:20 |
Chg.+0.270 |
Bid10:35:04 |
Ask10:35:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.490EUR |
+6.40% |
4.460
Bid Size: 1,000 |
4.580
Ask Size: 1,000 |
SWISSQUOTE N |
240.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SU9ABS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 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: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.21 |
| Intrinsic value: |
3.51 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
3.51 |
| Time value: |
1.03 |
| Break-even: |
287.29 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.12 |
| Spread %: |
2.71% |
| Delta: |
0.79 |
| Theta: |
-0.09 |
| Omega: |
4.84 |
| Rho: |
0.55 |
Quote data
| Open: |
4.230 |
| High: |
4.490 |
| Low: |
4.230 |
| Previous Close: |
4.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.05% |
| 1 Month |
|
|
+90.25% |
| 3 Months |
|
|
+108.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.220 |
3.760 |
| 1M High / 1M Low: |
4.220 |
2.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
