Soc. Generale Call 45 SCHW 20.09.2024
/ DE000SU0FZ17
Soc. Generale Call 45 SCHW 20.09..../ DE000SU0FZ17 /
| 21/06/2024 21:36:01 |
Chg.+0.070 |
Bid21:58:02 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.700EUR |
+2.66% |
2.690
Bid Size: 5,000 |
-
Ask Size: - |
Charles Schwab Corpo... |
45.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SU0FZ1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.27 |
| Parity: |
2.65 |
| Time value: |
0.05 |
| Break-even: |
69.09 |
| Moneyness: |
1.63 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
2.49 |
| Rho: |
0.10 |
Quote data
| Open: |
2.460 |
| High: |
2.700 |
| Low: |
2.460 |
| Previous Close: |
2.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.75% |
| 1 Month |
|
|
-6.57% |
| 3 Months |
|
|
+9.76% |
| YTD |
|
|
+12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.700 |
2.510 |
| 1M High / 1M Low: |
2.890 |
2.430 |
| 6M High / 6M Low: |
3.220 |
1.740 |
| High (YTD): |
21/05/2024 |
3.220 |
| Low (YTD): |
06/02/2024 |
1.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.83% |
| Volatility 6M: |
|
53.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
