Soc. Generale Call 115 FI 21.06.2024
/ DE000SQ0VZ56
Soc. Generale Call 115 FI 21.06.2.../ DE000SQ0VZ56 /
2024-05-24 9:46:29 PM |
Chg.-0.010 |
Bid9:59:32 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.280EUR |
-0.30% |
3.290 Bid Size: 2,000 |
- Ask Size: - |
Fiserv |
115.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SQ0VZ5 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-23 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.39 |
Intrinsic value: |
2.36 |
Implied volatility: |
1.36 |
Historic volatility: |
0.15 |
Parity: |
2.36 |
Time value: |
0.93 |
Break-even: |
147.90 |
Moneyness: |
1.21 |
Premium: |
0.07 |
Premium p.a.: |
1.41 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.76 |
Theta: |
-0.30 |
Omega: |
3.19 |
Rho: |
0.05 |
Quote data
Open: |
2.960 |
High: |
3.340 |
Low: |
2.930 |
Previous Close: |
3.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.29% |
1 Month |
|
|
-16.54% |
3 Months |
|
|
-7.61% |
YTD |
|
|
+61.58% |
1 Year |
|
|
+123.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.530 |
3.280 |
1M High / 1M Low: |
3.930 |
3.270 |
6M High / 6M Low: |
4.150 |
1.660 |
High (YTD): |
2024-04-02 |
4.150 |
Low (YTD): |
2024-01-03 |
2.000 |
52W High: |
2024-04-02 |
4.150 |
52W Low: |
2023-10-23 |
0.900 |
Avg. price 1W: |
|
3.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.543 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.030 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.301 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
61.64% |
Volatility 6M: |
|
71.07% |
Volatility 1Y: |
|
79.66% |
Volatility 3Y: |
|
- |