Soc. Generale Call 240 SQN 21.06.2024
/ DE000SU23GY4
Soc. Generale Call 240 SQN 21.06..../ DE000SU23GY4 /
| 2024-05-10 9:38:11 PM |
Chg.+0.210 |
Bid9:58:54 PM |
Ask9:58:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.500EUR |
+9.17% |
-
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: |
8.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.01 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
2.74 |
| Time value: |
0.41 |
| Break-even: |
277.33 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.25 |
| Spread %: |
8.62% |
| Delta: |
0.83 |
| Theta: |
-0.12 |
| Omega: |
7.24 |
| Rho: |
0.22 |
Quote data
| Open: |
2.200 |
| High: |
2.890 |
| Low: |
2.200 |
| Previous Close: |
2.290 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.13% |
| 1 Month |
|
|
+72.41% |
| 3 Months |
|
|
+187.36% |
| YTD |
|
|
+237.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.500 |
2.270 |
| 1M High / 1M Low: |
2.500 |
0.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-20 |
2.610 |
| Low (YTD): |
2024-01-10 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.668 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
