Soc. Generale Call 95 FI 21.06.2024
/ DE000SQ0VZ15
Soc. Generale Call 95 FI 21.06.20.../ DE000SQ0VZ15 /
| 2024-06-05 1:17:51 PM |
Chg.-0.160 |
Bid2:28:59 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.750EUR |
-3.26% |
4.770
Bid Size: 2,000 |
-
Ask Size: - |
Fiserv |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SQ0VZ1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
4.10 |
| Implied volatility: |
2.38 |
| Historic volatility: |
0.15 |
| Parity: |
4.10 |
| Time value: |
0.78 |
| Break-even: |
143.80 |
| Moneyness: |
1.43 |
| Premium: |
0.06 |
| Premium p.a.: |
2.57 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.53 |
| Omega: |
2.33 |
| Rho: |
0.03 |
Quote data
| Open: |
4.550 |
| High: |
4.760 |
| Low: |
4.550 |
| Previous Close: |
4.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-6.86% |
| 3 Months |
|
|
-8.30% |
| YTD |
|
|
+33.05% |
| 1 Year |
|
|
+87.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.940 |
4.880 |
| 1M High / 1M Low: |
5.570 |
4.880 |
| 6M High / 6M Low: |
5.980 |
3.570 |
| High (YTD): |
2024-04-02 |
5.980 |
| Low (YTD): |
2024-01-03 |
3.630 |
| 52W High: |
2024-04-02 |
5.980 |
| 52W Low: |
2023-10-23 |
2.080 |
| Avg. price 1W: |
|
4.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.849 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.907 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
34.33% |
| Volatility 6M: |
|
47.41% |
| Volatility 1Y: |
|
54.46% |
| Volatility 3Y: |
|
- |
