Soc. Generale Call 220 SQN 21.06.2024
/ DE000SU23GX6
Soc. Generale Call 220 SQN 21.06..../ DE000SU23GX6 /
2024-05-23 9:39:42 PM |
Chg.+0.600 |
Bid9:58:52 PM |
Ask9:58:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.080EUR |
+13.39% |
5.090 Bid Size: 600 |
6.330 Ask Size: 600 |
SWISSQUOTE N |
220.00 CHF |
2024-06-21 |
Call |
Master data
WKN: |
SU23GX |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SWISSQUOTE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 CHF |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-01 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.93 |
Intrinsic value: |
4.86 |
Implied volatility: |
0.68 |
Historic volatility: |
0.29 |
Parity: |
4.86 |
Time value: |
0.42 |
Break-even: |
274.79 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.30 |
Spread %: |
6.02% |
Delta: |
0.87 |
Theta: |
-0.20 |
Omega: |
4.48 |
Rho: |
0.15 |
Quote data
Open: |
4.440 |
High: |
5.630 |
Low: |
4.430 |
Previous Close: |
4.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.68% |
1 Month |
|
|
+80.78% |
3 Months |
|
|
+105.67% |
YTD |
|
|
+273.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.880 |
4.480 |
1M High / 1M Low: |
4.880 |
2.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-20 |
4.880 |
Low (YTD): |
2024-01-10 |
0.940 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.662 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.726 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |