Soc. Generale Call 40 C 21.06.2024
/ DE000SQ44LZ5
Soc. Generale Call 40 C 21.06.202.../ DE000SQ44LZ5 /
| 2024-06-05 8:21:35 AM |
Chg.-0.07 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
-3.52% |
-
Bid Size: - |
-
Ask Size: - |
Citigroup Inc |
40.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ44LZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Citigroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-12-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.19 |
| Parity: |
1.93 |
| Time value: |
0.01 |
| Break-even: |
56.16 |
| Moneyness: |
1.53 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
1.00 |
| Theta: |
-0.01 |
| Omega: |
2.88 |
| Rho: |
0.02 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.48% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+29.73% |
| YTD |
|
|
+74.55% |
| 1 Year |
|
|
+108.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.99 |
| 1M High / 1M Low: |
2.27 |
1.98 |
| 6M High / 6M Low: |
2.27 |
0.78 |
| High (YTD): |
2024-05-22 |
2.27 |
| Low (YTD): |
2024-01-18 |
1.06 |
| 52W High: |
2024-05-22 |
2.27 |
| 52W Low: |
2023-10-27 |
0.28 |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.10 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
58.99% |
| Volatility 6M: |
|
79.22% |
| Volatility 1Y: |
|
94.48% |
| Volatility 3Y: |
|
- |
