Soc. Generale Call 250 SQN 20.09.2024
/ DE000SU23G01
Soc. Generale Call 250 SQN 20.09..../ DE000SU23G01 /
| 2024-05-27 4:52:53 PM |
Chg.+0.140 |
Bid5:25:15 PM |
Ask5:25:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.640EUR |
+4.00% |
3.470
Bid Size: 1,000 |
3.930
Ask Size: 1,000 |
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: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.45 |
| Intrinsic value: |
2.50 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
2.50 |
| Time value: |
1.29 |
| Break-even: |
289.87 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.11 |
| Spread %: |
2.99% |
| Delta: |
0.74 |
| Theta: |
-0.10 |
| Omega: |
5.38 |
| Rho: |
0.53 |
Quote data
| Open: |
3.500 |
| High: |
3.760 |
| Low: |
3.500 |
| Previous Close: |
3.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.01% |
| 1 Month |
|
|
+97.83% |
| 3 Months |
|
|
+109.20% |
| YTD |
|
|
+256.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.500 |
3.080 |
| 1M High / 1M Low: |
3.500 |
1.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-24 |
3.500 |
| Low (YTD): |
2024-01-10 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.774 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
