Soc. Generale Call 350 SQN 20.12.2024
/ DE000SW94MD3
Soc. Generale Call 350 SQN 20.12..../ DE000SW94MD3 /
| 2024-05-27 11:53:16 AM |
Chg.+0.010 |
Bid12:01:41 PM |
Ask12:01:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+1.61% |
0.620
Bid Size: 4,900 |
0.650
Ask Size: 4,900 |
SWISSQUOTE N |
350.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SW94MD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISSQUOTE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.29 |
| Parity: |
-7.58 |
| Time value: |
0.70 |
| Break-even: |
359.76 |
| Moneyness: |
0.79 |
| Premium: |
0.30 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.03 |
| Spread %: |
4.48% |
| Delta: |
0.21 |
| Theta: |
-0.05 |
| Omega: |
8.30 |
| Rho: |
0.29 |
Quote data
| Open: |
0.620 |
| High: |
0.710 |
| Low: |
0.620 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.28% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.490 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
