Soc. Generale Call 250 SQN 21.03..../  DE000SU9GNL1  /

EUWAX
2024-05-24  9:24:15 AM Chg.+0.07 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
4.68EUR +1.52% -
Bid Size: -
-
Ask Size: -
SWISSQUOTE N 250.00 CHF 2025-03-21 Call
 

Master data

WKN: SU9GNL
Issuer: Société Générale
Currency: EUR
Underlying: SWISSQUOTE N
Type: Warrant
Option type: Call
Strike price: 250.00 CHF
Maturity: 2025-03-21
Issue date: 2024-02-16
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.46
Leverage: Yes

Calculated values

Fair value: 4.65
Intrinsic value: 2.50
Implied volatility: 0.34
Historic volatility: 0.29
Parity: 2.50
Time value: 2.57
Break-even: 302.67
Moneyness: 1.10
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.11
Spread %: 2.22%
Delta: 0.71
Theta: -0.06
Omega: 3.90
Rho: 1.21
 

Quote data

Open: 4.68
High: 4.68
Low: 4.68
Previous Close: 4.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.61%
1 Month  
+60.82%
3 Months  
+67.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.73 4.45
1M High / 1M Low: 4.73 2.91
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.62
Avg. volume 1W:   0.00
Avg. price 1M:   4.03
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -