Soc. Generale Call 14 CLN 20.09.2024
/ DE000SU9XE78
Soc. Generale Call 14 CLN 20.09.2.../ DE000SU9XE78 /
| 2024-05-31 9:48:05 PM |
Chg.0.000 |
Bid9:52:24 PM |
Ask9:52:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
0.00% |
1.030
Bid Size: 3,000 |
1.210
Ask Size: 3,000 |
CLARIANT N |
14.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU9XE7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.17 |
| Time value: |
0.97 |
| Break-even: |
15.44 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
2.70% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
7.46 |
| Rho: |
0.02 |
Quote data
| Open: |
0.990 |
| High: |
1.070 |
| Low: |
0.990 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.70% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
+500.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.020 |
| 1M High / 1M Low: |
1.240 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.915 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
