Soc. Generale Call 45 SCHW 21.06.2024
/ DE000SU0FZ09
Soc. Generale Call 45 SCHW 21.06..../ DE000SU0FZ09 /
| 6/5/2024 9:42:44 PM |
Chg.+0.220 |
Bid9:58:56 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.720EUR |
+8.80% |
2.710
Bid Size: 5,000 |
-
Ask Size: - |
Charles Schwab Corpo... |
45.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.26 |
| Parity: |
2.48 |
| Time value: |
0.01 |
| Break-even: |
66.25 |
| Moneyness: |
1.60 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
2.64 |
| Rho: |
0.02 |
Quote data
| Open: |
2.330 |
| High: |
2.720 |
| Low: |
2.320 |
| Previous Close: |
2.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-6.21% |
| 3 Months |
|
|
+25.35% |
| YTD |
|
|
+16.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.570 |
2.380 |
| 1M High / 1M Low: |
3.170 |
2.380 |
| 6M High / 6M Low: |
3.170 |
1.660 |
| High (YTD): |
5/21/2024 |
3.170 |
| Low (YTD): |
2/6/2024 |
1.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.263 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.92% |
| Volatility 6M: |
|
61.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
