Soc. Generale Call 300 SQN 20.09.2024
/ DE000SW7WYQ6
Soc. Generale Call 300 SQN 20.09..../ DE000SW7WYQ6 /
2024-06-21 9:36:07 PM |
Chg.-0.090 |
Bid8:00:22 AM |
Ask8:00:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.190EUR |
-7.03% |
1.140 Bid Size: 2,700 |
1.470 Ask Size: 2,700 |
SWISSQUOTE N |
300.00 CHF |
2024-09-20 |
Call |
Master data
WKN: |
SW7WYQ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SWISSQUOTE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.28 |
Parity: |
-1.83 |
Time value: |
1.34 |
Break-even: |
327.14 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.05 |
Spread %: |
3.88% |
Delta: |
0.41 |
Theta: |
-0.12 |
Omega: |
9.08 |
Rho: |
0.27 |
Quote data
Open: |
1.230 |
High: |
1.370 |
Low: |
1.180 |
Previous Close: |
1.280 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.75% |
1 Month |
|
|
+14.42% |
3 Months |
|
|
+46.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.490 |
1.190 |
1M High / 1M Low: |
1.880 |
0.830 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.259 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
241.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |