Soc. Generale Call 3200 GIVN 21.06.2024
/ DE000SU1VJQ4
Soc. Generale Call 3200 GIVN 21.0.../ DE000SU1VJQ4 /
| 5/30/2024 8:32:33 AM |
Chg.+0.06 |
Bid9:03:32 AM |
Ask9:03:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.49EUR |
+0.64% |
10.21
Bid Size: 9,000 |
10.28
Ask Size: 9,000 |
GIVAUDAN N |
3,200.00 CHF |
6/21/2024 |
Call |
Master data
| WKN: |
SU1VJQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,200.00 CHF |
| Maturity: |
6/21/2024 |
| Issue date: |
11/7/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.94 |
| Intrinsic value: |
9.87 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.22 |
| Parity: |
9.87 |
| Time value: |
0.47 |
| Break-even: |
4,264.30 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.07 |
| Spread %: |
0.68% |
| Delta: |
0.91 |
| Theta: |
-3.40 |
| Omega: |
3.72 |
| Rho: |
1.78 |
Quote data
| Open: |
9.49 |
| High: |
9.49 |
| Low: |
9.49 |
| Previous Close: |
9.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.09% |
| 1 Month |
|
|
+31.44% |
| 3 Months |
|
|
+89.04% |
| YTD |
|
|
+146.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.92 |
9.03 |
| 1M High / 1M Low: |
9.92 |
6.88 |
| 6M High / 6M Low: |
9.92 |
2.45 |
| High (YTD): |
5/28/2024 |
9.92 |
| Low (YTD): |
1/23/2024 |
2.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.07% |
| Volatility 6M: |
|
162.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
