Soc. Generale Call 220 AXP 21.06.2024
/ DE000SQ8JPS3
Soc. Generale Call 220 AXP 21.06..../ DE000SQ8JPS3 /
2024-06-04 8:38:25 AM |
Chg.-0.36 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.58EUR |
-18.56% |
- Bid Size: - |
- Ask Size: - |
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: |
1.58 |
High: |
1.58 |
Low: |
1.58 |
Previous Close: |
1.94 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.47% |
1 Month |
|
|
+1.94% |
3 Months |
|
|
+23.44% |
YTD |
|
|
+295.00% |
1 Year |
|
|
+154.84% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.94 |
1.43 |
1M High / 1M Low: |
2.21 |
1.43 |
6M High / 6M Low: |
2.21 |
0.14 |
High (YTD): |
2024-05-13 |
2.21 |
Low (YTD): |
2024-01-16 |
0.22 |
52W High: |
2024-05-13 |
2.21 |
52W Low: |
2023-11-13 |
0.08 |
Avg. price 1W: |
|
1.68 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.07 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.67 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
168.16% |
Volatility 6M: |
|
225.46% |
Volatility 1Y: |
|
189.61% |
Volatility 3Y: |
|
- |