Soc. Generale Call 90 FI 21.06.2024
/ DE000SQ09KR7
Soc. Generale Call 90 FI 21.06.20.../ DE000SQ09KR7 /
| 2024-06-11 4:44:23 PM |
Chg.-0.080 |
Bid4:55:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.460EUR |
-1.44% |
5.460
Bid Size: 30,000 |
-
Ask Size: - |
Fiserv |
90.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SQ09KR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-30 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.91 |
| Intrinsic value: |
4.90 |
| Implied volatility: |
3.10 |
| Historic volatility: |
0.15 |
| Parity: |
4.90 |
| Time value: |
0.63 |
| Break-even: |
145.30 |
| Moneyness: |
1.54 |
| Premium: |
0.05 |
| Premium p.a.: |
4.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.78 |
| Omega: |
2.17 |
| Rho: |
0.02 |
Quote data
| Open: |
5.200 |
| High: |
5.460 |
| Low: |
5.150 |
| Previous Close: |
5.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.49% |
| 1 Month |
|
|
-9.45% |
| 3 Months |
|
|
-2.50% |
| YTD |
|
|
+36.50% |
| 1 Year |
|
|
+67.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.650 |
5.380 |
| 1M High / 1M Low: |
6.000 |
5.340 |
| 6M High / 6M Low: |
6.440 |
4.000 |
| High (YTD): |
2024-04-02 |
6.440 |
| Low (YTD): |
2024-01-03 |
4.060 |
| 52W High: |
2024-04-02 |
6.440 |
| 52W Low: |
2023-10-23 |
2.450 |
| Avg. price 1W: |
|
5.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.344 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.367 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
27.08% |
| Volatility 6M: |
|
43.36% |
| Volatility 1Y: |
|
50.20% |
| Volatility 3Y: |
|
- |
