Soc. Generale Call 105 FI 21.06.2024
/ DE000SQ0VZ31
Soc. Generale Call 105 FI 21.06.2.../ DE000SQ0VZ31 /
| 2024-06-03 9:48:28 PM |
Chg.-0.030 |
Bid9:59:35 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.970EUR |
-0.75% |
3.990
Bid Size: 2,000 |
-
Ask Size: - |
Fiserv |
105.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SQ0VZ3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
3.30 |
| Implied volatility: |
1.96 |
| Historic volatility: |
0.15 |
| Parity: |
3.30 |
| Time value: |
0.85 |
| Break-even: |
146.50 |
| Moneyness: |
1.31 |
| Premium: |
0.06 |
| Premium p.a.: |
2.36 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.47 |
| Omega: |
2.67 |
| Rho: |
0.03 |
Quote data
| Open: |
3.830 |
| High: |
4.100 |
| Low: |
3.830 |
| Previous Close: |
4.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.87% |
| 1 Month |
|
|
-5.02% |
| 3 Months |
|
|
-9.57% |
| YTD |
|
|
+43.32% |
| 1 Year |
|
|
+95.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.130 |
3.950 |
| 1M High / 1M Low: |
4.650 |
3.950 |
| 6M High / 6M Low: |
5.070 |
2.760 |
| High (YTD): |
2024-04-02 |
5.070 |
| Low (YTD): |
2024-01-03 |
2.790 |
| 52W High: |
2024-04-02 |
5.070 |
| 52W Low: |
2023-10-23 |
1.420 |
| Avg. price 1W: |
|
4.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.950 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.093 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
43.40% |
| Volatility 6M: |
|
57.31% |
| Volatility 1Y: |
|
65.86% |
| Volatility 3Y: |
|
- |
