Soc. Generale Call 80 DASH 21.06.2024
/ DE000SQ4FG48
Soc. Generale Call 80 DASH 21.06..../ DE000SQ4FG48 /
| 2024-05-31 9:51:00 PM |
Chg.-0.060 |
Bid9:59:39 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.760EUR |
-2.13% |
2.780
Bid Size: 3,000 |
-
Ask Size: - |
DoorDash Inc |
80.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ4FG4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DoorDash Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
- |
| Historic volatility: |
0.35 |
| Parity: |
2.82 |
| Time value: |
0.01 |
| Break-even: |
102.16 |
| Moneyness: |
1.38 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.540 |
| High: |
2.760 |
| Low: |
2.490 |
| Previous Close: |
2.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.51% |
| 1 Month |
|
|
-42.02% |
| 3 Months |
|
|
-35.21% |
| YTD |
|
|
+15.97% |
| 1 Year |
|
|
+173.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.060 |
2.700 |
| 1M High / 1M Low: |
4.760 |
2.700 |
| 6M High / 6M Low: |
5.770 |
1.940 |
| High (YTD): |
2024-04-11 |
5.770 |
| Low (YTD): |
2024-01-03 |
1.940 |
| 52W High: |
2024-04-11 |
5.770 |
| 52W Low: |
2023-10-27 |
0.930 |
| Avg. price 1W: |
|
2.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.655 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.557 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
142.07% |
| Volatility 6M: |
|
106.98% |
| Volatility 1Y: |
|
122.86% |
| Volatility 3Y: |
|
- |
