SG/CALL/S&P 500/4800/0.01/20.09.24 | Market Closed - Euronext Paris 12:30:00 2024-06-28 EDT | ||
| 7.1 EUR | +1.00% |
|
| Current month | +51.96% | ||
| 1 month | +27.30% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
S&P 500
| Date | Price | Change |
|---|---|---|
| 24-06-28 | 7.18 | +2.13% |
| 24-06-27 | 7.03 | +0.14% |
| 24-06-26 | 7.02 | +2.03% |
| 24-06-25 | 6.88 | -2.82% |
| 24-06-24 | 7.08 | +0.14% |
Real-time Euronext Paris
Last update June 28, 2024 at 12:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | S&P 500 |
| Issuer | 
Société Générale
|
| 765QS | |
| ISIN | DE000SW2D359 |
| Date issued | 2023-08-17 |
| Strike | 4,800 PTS |
| Maturity | 2024-09-20 (83 Days) |
| Parity | 100 : 1 |
| Emission price | 2.23 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 7.41 € |
|---|---|
| Lowest since issue | 0.745 € |
| Delta | 0.92x |
| Omega | 6.602 |
| Premium | 1.48x |
| Gearing | 7.19x |
| Moneyness | 1.142 |
| Difference Strike | -660.5 PTS |
| Difference Strike % | -13.76% |
| Spread | 0.01 € |
| Spread % | 0.14% |
| Theoretical value | 7.115 |
| Implied Volatility | 22.54 % |
| Total Loss Probability | 9.909 % |
| Intrinsic value | 6.357 |
| Present value | 0.7581 |
| Break even | 5,562.60 € |
| Theta | -0.08x |
| Vega | 0.04x |
| Rho | 0.1x |
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