Soc. Generale Call 220 AXP 21.06.2024
/ DE000SQ8JPS3
Soc. Generale Call 220 AXP 21.06..../ DE000SQ8JPS3 /
| 2024-06-04 5:47:50 PM |
Chg.0.000 |
Bid6:23:14 PM |
Ask6:23:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
0.00% |
1.630
Bid Size: 40,000 |
1.640
Ask Size: 40,000 |
American Express Com... |
220.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ8JPS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
1.55 |
| Time value: |
0.18 |
| Break-even: |
219.00 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.17% |
| Delta: |
0.84 |
| Theta: |
-0.14 |
| Omega: |
10.56 |
| Rho: |
0.08 |
Quote data
| Open: |
1.590 |
| High: |
1.870 |
| Low: |
1.460 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.73% |
| 1 Month |
|
|
+15.65% |
| 3 Months |
|
|
+32.81% |
| YTD |
|
|
+335.90% |
| 1 Year |
|
|
+178.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.700 |
| 1M High / 1M Low: |
2.320 |
1.650 |
| 6M High / 6M Low: |
2.320 |
0.140 |
| High (YTD): |
2024-05-21 |
2.320 |
| Low (YTD): |
2024-01-18 |
0.230 |
| 52W High: |
2024-05-21 |
2.320 |
| 52W Low: |
2023-11-13 |
0.085 |
| Avg. price 1W: |
|
1.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.968 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.691 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
130.23% |
| Volatility 6M: |
|
217.05% |
| Volatility 1Y: |
|
185.36% |
| Volatility 3Y: |
|
- |
