Soc. Generale Call 50 C 21.06.2024
/ DE000SQ4FFR3
Soc. Generale Call 50 C 21.06.202.../ DE000SQ4FFR3 /
| 2024-06-06 8:54:16 AM |
Chg.+0.05 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
+4.95% |
1.06
Bid Size: 6,000 |
-
Ask Size: - |
Citigroup Inc |
50.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ4FFR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Citigroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 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: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.19 |
| Parity: |
1.01 |
| Time value: |
0.03 |
| Break-even: |
56.35 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
5.09 |
| Rho: |
0.02 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.75% |
| 1 Month |
|
|
-0.93% |
| 3 Months |
|
|
+55.88% |
| YTD |
|
|
+146.51% |
| 1 Year |
|
|
+146.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.01 |
| 1M High / 1M Low: |
1.35 |
1.01 |
| 6M High / 6M Low: |
1.35 |
0.27 |
| High (YTD): |
2024-05-22 |
1.35 |
| Low (YTD): |
2024-01-18 |
0.37 |
| 52W High: |
2024-05-22 |
1.35 |
| 52W Low: |
2023-10-27 |
0.06 |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
94.46% |
| Volatility 6M: |
|
138.50% |
| Volatility 1Y: |
|
149.71% |
| Volatility 3Y: |
|
- |
