Soc. Generale Call 320 SQN 20.09.2024
/ DE000SW914J6
Soc. Generale Call 320 SQN 20.09..../ DE000SW914J6 /
| 6/20/2024 9:43:01 PM |
Chg.-0.060 |
Bid9:50:12 PM |
Ask9:50:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-7.89% |
0.710
Bid Size: 4,300 |
0.890
Ask Size: 4,300 |
SWISSQUOTE N |
320.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
SW914J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
5/8/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-3.67 |
| Time value: |
0.88 |
| Break-even: |
345.55 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.04 |
| Spread %: |
4.76% |
| Delta: |
0.30 |
| Theta: |
-0.10 |
| Omega: |
10.09 |
| Rho: |
0.20 |
Quote data
| Open: |
0.770 |
| High: |
0.950 |
| Low: |
0.700 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+48.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.650 |
| 1M High / 1M Low: |
1.110 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
