Soc. Generale Call 220 SQN 20.09.2024
/ DE000SU9ABR6
Soc. Generale Call 220 SQN 20.09..../ DE000SU9ABR6 /
| 2024-05-24 9:38:28 PM |
Chg.+0.010 |
Bid9:57:39 PM |
Ask9:57:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.720EUR |
+0.18% |
5.730
Bid Size: 600 |
6.540
Ask Size: 600 |
SWISSQUOTE N |
220.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU9ABR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.93 |
| Intrinsic value: |
5.53 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
5.53 |
| Time value: |
0.70 |
| Break-even: |
284.04 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.20 |
| Spread %: |
3.32% |
| Delta: |
0.87 |
| Theta: |
-0.07 |
| Omega: |
3.89 |
| Rho: |
0.58 |
Quote data
| Open: |
5.610 |
| High: |
6.070 |
| Low: |
5.610 |
| Previous Close: |
5.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.33% |
| 1 Month |
|
|
+58.01% |
| 3 Months |
|
|
+84.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.720 |
5.270 |
| 1M High / 1M Low: |
5.720 |
3.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
