Soc. Generale Call 240 SQN 21.06.2024
/ DE000SU23GY4
Soc. Generale Call 240 SQN 21.06..../ DE000SU23GY4 /
| 2024-06-06 8:51:15 AM |
Chg.+0.25 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.58EUR |
+7.51% |
-
Bid Size: - |
-
Ask Size: - |
SWISSQUOTE N |
240.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
SU23GY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 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: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.07 |
| Intrinsic value: |
4.03 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.28 |
| Parity: |
4.03 |
| Time value: |
0.48 |
| Break-even: |
292.24 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.28 |
| Spread %: |
6.62% |
| Delta: |
0.84 |
| Theta: |
-0.41 |
| Omega: |
5.34 |
| Rho: |
0.08 |
Quote data
| Open: |
3.58 |
| High: |
3.58 |
| Low: |
3.58 |
| Previous Close: |
3.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.16% |
| 1 Month |
|
|
+46.12% |
| 3 Months |
|
|
+116.97% |
| YTD |
|
|
+404.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.44 |
2.58 |
| 1M High / 1M Low: |
3.44 |
2.20 |
| 6M High / 6M Low: |
3.44 |
0.47 |
| High (YTD): |
2024-06-04 |
3.44 |
| Low (YTD): |
2024-01-10 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
16 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.57% |
| Volatility 6M: |
|
227.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
