Soc. Generale Call 45 C 21.06.2024
/ DE000SQ4FFQ5
Soc. Generale Call 45 C 21.06.202.../ DE000SQ4FFQ5 /
| 2024-05-31 1:59:47 PM |
Chg.-0.01 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
-0.65% |
-
Bid Size: - |
-
Ask Size: - |
Citigroup Inc |
45.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ4FFQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Citigroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.19 |
| Parity: |
1.56 |
| Time value: |
0.02 |
| Break-even: |
57.35 |
| Moneyness: |
1.38 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
3.54 |
| Rho: |
0.02 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.54 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.23% |
| 1 Month |
|
|
+0.65% |
| 3 Months |
|
|
+55.56% |
| YTD |
|
|
+110.96% |
| 1 Year |
|
|
+185.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.54 |
| 1M High / 1M Low: |
1.81 |
1.48 |
| 6M High / 6M Low: |
1.81 |
0.45 |
| High (YTD): |
2024-05-22 |
1.81 |
| Low (YTD): |
2024-01-18 |
0.68 |
| 52W High: |
2024-05-22 |
1.81 |
| 52W Low: |
2023-10-27 |
0.13 |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.75 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
66.13% |
| Volatility 6M: |
|
103.70% |
| Volatility 1Y: |
|
122.78% |
| Volatility 3Y: |
|
- |
