Soc. Generale Call 320 SQN 20.12.2024
/ DE000SW98387
Soc. Generale Call 320 SQN 20.12..../ DE000SW98387 /
| 2024-06-24 9:46:52 PM |
Chg.-0.040 |
Bid9:59:28 PM |
Ask9:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
-2.84% |
1.390
Bid Size: 2,200 |
1.620
Ask Size: 2,200 |
SWISSQUOTE N |
320.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SW9838 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 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: |
19.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-3.93 |
| Time value: |
1.55 |
| Break-even: |
350.16 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.05 |
| Spread %: |
3.33% |
| Delta: |
0.37 |
| Theta: |
-0.08 |
| Omega: |
7.01 |
| Rho: |
0.46 |
Quote data
| Open: |
1.370 |
| High: |
1.600 |
| Low: |
1.370 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.84% |
| 1 Month |
|
|
+18.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.370 |
| 1M High / 1M Low: |
1.950 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
