Soc. Generale Call 200 SQN 20.09.2024
/ DE000SU23GZ1
Soc. Generale Call 200 SQN 20.09..../ DE000SU23GZ1 /
2024-05-24 9:43:57 PM |
Chg.+0.020 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.350EUR |
+0.27% |
7.360 Bid Size: 500 |
8.560 Ask Size: 500 |
SWISSQUOTE N |
200.00 CHF |
2024-09-20 |
Call |
Master data
WKN: |
SU23GZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SWISSQUOTE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-01 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.82 |
Intrinsic value: |
7.54 |
Implied volatility: |
0.46 |
Historic volatility: |
0.29 |
Parity: |
7.54 |
Time value: |
0.56 |
Break-even: |
282.58 |
Moneyness: |
1.37 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.29 |
Spread %: |
3.71% |
Delta: |
0.92 |
Theta: |
-0.07 |
Omega: |
3.13 |
Rho: |
0.56 |
Quote data
Open: |
7.180 |
High: |
7.840 |
Low: |
7.180 |
Previous Close: |
7.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.37% |
1 Month |
|
|
+42.17% |
3 Months |
|
|
+66.29% |
YTD |
|
|
+153.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.350 |
6.820 |
1M High / 1M Low: |
7.350 |
5.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-24 |
7.350 |
Low (YTD): |
2024-01-10 |
2.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.347 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |