Soc. Generale Call 260 SQN 20.12.2024
/ DE000SW98361
Soc. Generale Call 260 SQN 20.12..../ DE000SW98361 /
| 6/14/2024 9:50:52 PM |
Chg.-0.580 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.880EUR |
-13.00% |
3.900
Bid Size: 800 |
4.330
Ask Size: 800 |
SWISSQUOTE N |
260.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SW9836 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.68 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
1.88 |
| Time value: |
2.28 |
| Break-even: |
314.45 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.09 |
| Spread %: |
2.21% |
| Delta: |
0.68 |
| Theta: |
-0.09 |
| Omega: |
4.75 |
| Rho: |
0.80 |
Quote data
| Open: |
4.470 |
| High: |
4.470 |
| Low: |
3.880 |
| Previous Close: |
4.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.28% |
| 1 Month |
|
|
+18.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.150 |
3.880 |
| 1M High / 1M Low: |
5.150 |
3.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.821 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
