Soc. Generale Call 240 SQN 20.09.2024
/ DE000SU9ABS4
Soc. Generale Call 240 SQN 20.09..../ DE000SU9ABS4 /
| 2024-06-07 9:38:10 PM |
Chg.-0.120 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.430EUR |
-2.16% |
5.440
Bid Size: 600 |
6.060
Ask Size: 600 |
SWISSQUOTE N |
240.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU9ABS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 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: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.52 |
| Intrinsic value: |
5.06 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
5.06 |
| Time value: |
0.94 |
| Break-even: |
307.82 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.16 |
| Spread %: |
2.74% |
| Delta: |
0.83 |
| Theta: |
-0.10 |
| Omega: |
4.14 |
| Rho: |
0.54 |
Quote data
| Open: |
5.470 |
| High: |
5.830 |
| Low: |
5.430 |
| Previous Close: |
5.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.41% |
| 1 Month |
|
|
+66.56% |
| 3 Months |
|
|
+124.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.550 |
4.040 |
| 1M High / 1M Low: |
5.550 |
3.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.951 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
