Soc. Generale Call 60 NTES 21.06.2024
/ DE000SQ3C5N9
Soc. Generale Call 60 NTES 21.06..../ DE000SQ3C5N9 /
| 2024-05-29 8:25:08 AM |
Chg.-0.04 |
Bid12:40:46 PM |
Ask12:40:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
-1.57% |
2.56
Bid Size: 3,000 |
2.86
Ask Size: 3,000 |
NetEase Inc |
60.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SQ3C5N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NetEase Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
1.93 |
| Historic volatility: |
0.34 |
| Parity: |
2.40 |
| Time value: |
0.50 |
| Break-even: |
89.00 |
| Moneyness: |
1.40 |
| Premium: |
0.06 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.04 |
| Spread %: |
1.40% |
| Delta: |
0.83 |
| Theta: |
-0.23 |
| Omega: |
2.40 |
| Rho: |
0.03 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
2.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.75% |
| 1 Month |
|
|
-26.69% |
| 3 Months |
|
|
-34.21% |
| YTD |
|
|
-11.03% |
| 1 Year |
|
|
-26.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.46 |
2.54 |
| 1M High / 1M Low: |
4.06 |
2.54 |
| 6M High / 6M Low: |
5.04 |
2.54 |
| High (YTD): |
2024-02-28 |
4.79 |
| Low (YTD): |
2024-05-28 |
2.54 |
| 52W High: |
2023-11-20 |
5.50 |
| 52W Low: |
2024-05-28 |
2.54 |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
121.78% |
| Volatility 6M: |
|
106.75% |
| Volatility 1Y: |
|
87.64% |
| Volatility 3Y: |
|
- |
