Soc. Generale Call 45 SCHW 21.06.2024
/ DE000SU0FZ09
Soc. Generale Call 45 SCHW 21.06..../ DE000SU0FZ09 /
| 6/11/2024 9:53:09 AM |
Chg.+0.04 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
+1.60% |
-
Bid Size: - |
-
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: |
2.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.27 |
| Parity: |
2.70 |
| Time value: |
0.01 |
| Break-even: |
68.91 |
| Moneyness: |
1.65 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
1.00 |
| Theta: |
-0.01 |
| Omega: |
2.53 |
| Rho: |
0.01 |
Quote data
| Open: |
2.54 |
| High: |
2.54 |
| Low: |
2.54 |
| Previous Close: |
2.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.40% |
| 1 Month |
|
|
-5.93% |
| 3 Months |
|
|
+28.28% |
| YTD |
|
|
+9.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
2.35 |
| 1M High / 1M Low: |
2.98 |
2.17 |
| 6M High / 6M Low: |
2.98 |
1.59 |
| High (YTD): |
5/22/2024 |
2.98 |
| Low (YTD): |
2/8/2024 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.64% |
| Volatility 6M: |
|
68.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
