Soc. Generale Call 12 CLN 20.09.2024
/ DE000SU799S4
Soc. Generale Call 12 CLN 20.09.2.../ DE000SU799S4 /
| 2024-06-12 5:18:36 PM |
Chg.+0.430 |
Bid5:22:57 PM |
Ask5:22:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.470EUR |
+21.08% |
-
Bid Size: - |
-
Ask Size: - |
CLARIANT N |
12.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU799S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
2.14 |
| Time value: |
0.48 |
| Break-even: |
15.03 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.28 |
| Spread %: |
11.97% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
4.51 |
| Rho: |
0.02 |
Quote data
| Open: |
2.320 |
| High: |
2.490 |
| Low: |
2.320 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.89% |
| 1 Month |
|
|
+21.67% |
| 3 Months |
|
|
+257.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.470 |
2.010 |
| 1M High / 1M Low: |
2.790 |
2.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
