Soc. Generale Call 250 SQN 20.12.2024
/ DE000SU23G27
Soc. Generale Call 250 SQN 20.12..../ DE000SU23G27 /
| 6/20/2024 9:43:55 PM |
Chg.-0.120 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.880EUR |
-2.40% |
4.890
Bid Size: 700 |
5.370
Ask Size: 700 |
SWISSQUOTE N |
250.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SU23G2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.90 |
| Intrinsic value: |
3.69 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
3.69 |
| Time value: |
1.62 |
| Break-even: |
316.19 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
1.92% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
4.33 |
| Rho: |
0.89 |
Quote data
| Open: |
5.020 |
| High: |
5.490 |
| Low: |
4.870 |
| Previous Close: |
5.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.43% |
| 1 Month |
|
|
+19.32% |
| 3 Months |
|
|
+42.69% |
| YTD |
|
|
+225.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.180 |
4.530 |
| 1M High / 1M Low: |
5.900 |
3.760 |
| 6M High / 6M Low: |
5.900 |
1.180 |
| High (YTD): |
6/12/2024 |
5.900 |
| Low (YTD): |
1/10/2024 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.574 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.692 |
| Avg. volume 6M: |
|
1.968 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.22% |
| Volatility 6M: |
|
112.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
