Soc. Generale Call 250 SQN 20.09.2024
/ DE000SU23G01
Soc. Generale Call 250 SQN 20.09..../ DE000SU23G01 /
| 2024-05-13 9:51:26 PM |
Chg.-0.340 |
Bid2024-05-13 |
Ask2024-05-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
-11.85% |
2.530
Bid Size: 1,200 |
2.930
Ask Size: 1,200 |
SWISSQUOTE N |
250.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU23G0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.03 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.29 |
| Parity: |
1.71 |
| Time value: |
1.42 |
| Break-even: |
287.37 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
3.30% |
| Delta: |
0.70 |
| Theta: |
-0.08 |
| Omega: |
6.09 |
| Rho: |
0.57 |
Quote data
| Open: |
2.840 |
| High: |
2.840 |
| Low: |
2.530 |
| Previous Close: |
2.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.40% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
+120.00% |
| YTD |
|
|
+148.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.870 |
2.520 |
| 1M High / 1M Low: |
2.870 |
1.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-10 |
2.870 |
| Low (YTD): |
2024-01-10 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
