Soc. Generale Call 260 SQN 20.12.2024
/ DE000SW98361
Soc. Generale Call 260 SQN 20.12..../ DE000SW98361 /
| 2024-06-25 3:42:06 PM |
Chg.-0.010 |
Bid4:15:49 PM |
Ask4:15:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.110EUR |
-0.24% |
4.060
Bid Size: 2,000 |
4.150
Ask Size: 2,000 |
SWISSQUOTE N |
260.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SW9836 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.94 |
| Intrinsic value: |
2.39 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
2.39 |
| Time value: |
2.02 |
| Break-even: |
315.35 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
2.08% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
4.72 |
| Rho: |
0.80 |
Quote data
| Open: |
4.090 |
| High: |
4.360 |
| Low: |
4.000 |
| Previous Close: |
4.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.46% |
| 1 Month |
|
|
+15.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.490 |
4.090 |
| 1M High / 1M Low: |
5.150 |
3.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
