Market Closed - Euronext Paris 17:30:00 31/05/2024 BST | ||
4.725 EUR | -8.25% |
1 month | +15.88% | ||
3 months | +6.88% |
Comparison chart between the derivative product and it's underlying value
Latest news about S&P 500
Date | Price | Change |
---|---|---|
31/05/24 | 4.725 | -8.25% |
30/05/24 | 5.15 | -5.16% |
29/05/24 | 5.43 | -3.72% |
28/05/24 | 5.64 | -1.23% |
27/05/24 | 5.71 | +1.42% |
Real-time Euronext Paris
Last update May 31, 2024 at 05:30 pm
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | S&P 500 |
Issuer | Société Générale |
765QS | |
ISIN | DE000SW2D359 |
Date issued | 17/08/2023 |
Strike | 4,800 PTS |
Maturity | 20/09/2024 (110 Days) |
Parity | 100 : 1 |
Emission price | 2.23 € |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | EUR |
Technical Indicators
Highest since issue | 6.01 € |
---|---|
Lowest since issue | 0.745 € |
Delta | 0.87x |
Omega | 8.815 |
Premium | 2.15x |
Gearing | 10.15x |
Moneyness | 1.084 |
Difference Strike | -477.5 PTS |
Difference Strike % | -9.95% |
Spread | 0.01 € |
Spread % | 0.21% |
Theoretical value | 4.725 |
Implied Volatility | 16.27 % |
Total Loss Probability | 15.14 % |
Intrinsic value | 3.695 |
Present value | 1.030 |
Break even | 5,312.61 € |
Theta | -0.07x |
Vega | 0.06x |
Rho | 0.12x |
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- 765QS Warrant