Soc. Generale Call 45 SCHW 20.09.2024
/ DE000SU0FZ17
Soc. Generale Call 45 SCHW 20.09..../ DE000SU0FZ17 /
| 2024-06-14 9:56:51 AM |
Chg.+0.03 |
Bid5:08:52 PM |
Ask5:08:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.52EUR |
+1.20% |
2.66
Bid Size: 80,000 |
-
Ask Size: - |
Charles Schwab Corpo... |
45.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
2.64 |
| Time value: |
0.05 |
| Break-even: |
68.81 |
| Moneyness: |
1.63 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
2.52 |
| Rho: |
0.11 |
Quote data
| Open: |
2.52 |
| High: |
2.52 |
| Low: |
2.52 |
| Previous Close: |
2.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.56% |
| 1 Month |
|
|
-5.26% |
| 3 Months |
|
|
+22.33% |
| YTD |
|
|
+5.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.58 |
2.49 |
| 1M High / 1M Low: |
3.02 |
2.22 |
| 6M High / 6M Low: |
3.02 |
1.69 |
| High (YTD): |
2024-05-22 |
3.02 |
| Low (YTD): |
2024-02-07 |
1.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.15% |
| Volatility 6M: |
|
55.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
