Soc. Generale Call 100 FI 20.09.2024
/ DE000SQ3HCS6
Soc. Generale Call 100 FI 20.09.2.../ DE000SQ3HCS6 /
2024-05-23 8:59:18 AM |
Chg.+0.06 |
Bid9:37:03 PM |
Ask9:37:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.75EUR |
+1.28% |
4.82 Bid Size: 30,000 |
- Ask Size: - |
Fiserv |
100.00 - |
2024-09-20 |
Call |
Master data
WKN: |
SQ3HCS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2022-10-27 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.22 |
Intrinsic value: |
4.09 |
Implied volatility: |
0.88 |
Historic volatility: |
0.15 |
Parity: |
4.09 |
Time value: |
0.95 |
Break-even: |
150.40 |
Moneyness: |
1.41 |
Premium: |
0.07 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.83 |
Theta: |
-0.08 |
Omega: |
2.32 |
Rho: |
0.22 |
Quote data
Open: |
4.75 |
High: |
4.75 |
Low: |
4.75 |
Previous Close: |
4.69 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.26% |
1 Month |
|
|
+5.32% |
3 Months |
|
|
+1.71% |
YTD |
|
|
+43.07% |
1 Year |
|
|
+66.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.91 |
4.61 |
1M High / 1M Low: |
5.11 |
4.45 |
6M High / 6M Low: |
5.46 |
2.82 |
High (YTD): |
2024-03-28 |
5.46 |
Low (YTD): |
2024-01-03 |
3.38 |
52W High: |
2024-03-28 |
5.46 |
52W Low: |
2023-10-23 |
1.97 |
Avg. price 1W: |
|
4.72 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.29 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.52 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
67.41% |
Volatility 6M: |
|
52.71% |
Volatility 1Y: |
|
57.07% |
Volatility 3Y: |
|
- |