Soc. Generale Call 105 FI 21.06.2024
/ DE000SQ0VZ31
Soc. Generale Call 105 FI 21.06.2.../ DE000SQ0VZ31 /
2024-06-07 9:37:48 PM |
Chg.+0.080 |
Bid9:59:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.270EUR |
+1.91% |
4.320 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: |
3.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.53 |
Intrinsic value: |
3.52 |
Implied volatility: |
2.28 |
Historic volatility: |
0.15 |
Parity: |
3.52 |
Time value: |
0.78 |
Break-even: |
148.00 |
Moneyness: |
1.34 |
Premium: |
0.06 |
Premium p.a.: |
3.59 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.81 |
Theta: |
-0.63 |
Omega: |
2.65 |
Rho: |
0.03 |
Quote data
Open: |
3.870 |
High: |
4.340 |
Low: |
3.850 |
Previous Close: |
4.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.75% |
1 Month |
|
|
-8.17% |
3 Months |
|
|
-2.95% |
YTD |
|
|
+54.15% |
1 Year |
|
|
+94.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.270 |
3.970 |
1M High / 1M Low: |
4.650 |
3.950 |
6M High / 6M Low: |
5.070 |
2.770 |
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: |
|
4.114 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.280 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.001 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.129 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
35.91% |
Volatility 6M: |
|
56.96% |
Volatility 1Y: |
|
64.95% |
Volatility 3Y: |
|
- |