Soc. Generale Call 45 SCHW 21.06.2024
/ DE000SU0FZ09
Soc. Generale Call 45 SCHW 21.06..../ DE000SU0FZ09 /
| 2024-05-16 8:54:35 PM |
Chg.-0.010 |
Bid9:08:18 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.090EUR |
-0.32% |
3.100
Bid Size: 80,000 |
-
Ask Size: - |
Charles Schwab Corpo... |
45.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU0FZ0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
3.09 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.26 |
| Parity: |
3.09 |
| Time value: |
0.02 |
| Break-even: |
72.43 |
| Moneyness: |
1.75 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
1.00 |
| Theta: |
-0.01 |
| Omega: |
2.32 |
| Rho: |
0.04 |
Quote data
| Open: |
2.950 |
| High: |
3.090 |
| Low: |
2.920 |
| Previous Close: |
3.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.42% |
| 1 Month |
|
|
+17.05% |
| 3 Months |
|
|
+63.49% |
| YTD |
|
|
+32.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.100 |
2.780 |
| 1M High / 1M Low: |
3.100 |
2.610 |
| 6M High / 6M Low: |
3.100 |
1.240 |
| High (YTD): |
2024-05-15 |
3.100 |
| Low (YTD): |
2024-02-06 |
1.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.71% |
| Volatility 6M: |
|
69.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
