SG/CALL/SCOR SE/28.5/0.2/20.09.24 | Market Closed - Euronext Paris 12:30:00 2024-05-15 pm EDT | ||
| 0.705 EUR | -2.76% |
|
| Current month | +3.68% | ||
| 1 month | +20.51% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
SCOR SE
Latest news about SCOR SE
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| Date | Price | Change |
|---|---|---|
| 24-05-15 | 0.705 | -2.76% |
| 24-05-14 | 0.725 | -8.23% |
| 24-05-13 | 0.79 | -9.20% |
| 24-05-10 | 0.87 | +3.57% |
| 24-05-09 | 0.84 | +7.69% |
Real-time Euronext Paris
Last update May 15, 2024 at 12:30 pm EDT
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | SCOR SE |
| Issuer | 
Société Générale
|
| B128S | |
| ISIN | DE000SU1E898 |
| Date issued | 2023-10-31 |
| Strike | 28.5 € |
| Maturity | 2024-09-20 (128 Days) |
| Parity | 5 : 1 |
| Emission price | 0.69 € |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | EUR |
Technical Indicators
| Highest since issue | 0.965 € |
|---|---|
| Lowest since issue | 0.345 € |
| Delta | 0.58x |
| Omega | 5.127 |
| Premium | 2.84x |
| Gearing | 8.83x |
| Moneyness | 1.093 |
| Difference Strike | -2.64 € |
| Difference Strike % | -9.26% |
| Spread | 0.03 € |
| Spread % | 4.17% |
| Theoretical value | 0.7050 |
| Implied Volatility | 42.45 % |
| Total Loss Probability | 48.26 % |
| Intrinsic value | 0.5280 |
| Present value | 0.1770 |
| Break even | 32.03 € |
| Theta | -0.03x |
| Vega | 0.01x |
| Rho | 0.01x |
Company Profile
Scor SE is the leading French reinsurance company. Gross written premiums per activity are distributed as follows:
- life and health reinsurance (51.2%);
- non-life reinsurance (48.8%): reinsurance against damages (coverage for damage to industrial and commercial property, vehicles, ships, and stored or transported merchandise, coverage for losses due to fire, and civil liability coverage) and specialties (coverage for risks in the agriculture, aviation, construction and credit guarantee fields).
Geographic distribution of gross written premiums is as follows: France (17%), Europe (44.7%), Far East (18.8%), North America (7.4%), South America (2.2%), Africa (0.7%) and other (9.2%).
Sector
-
Consensus: Scor SE
Sell
Buy
Mean consensus
BUY
Number of Analysts
15
Last Close Price
31.24
EUR
Average target price
34.79
EUR
Spread / Average Target
+11.35%
- Stock Market
- Warrants
- B128S Warrant
