Soc. Generale Call 115 FI 21.06.2024
/ DE000SQ0VZ56
Soc. Generale Call 115 FI 21.06.2.../ DE000SQ0VZ56 /
| 2024-05-23 8:52:45 AM |
Chg.+0.04 |
Bid5:46:18 PM |
Ask5:46:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.22EUR |
+1.26% |
3.38
Bid Size: 30,000 |
-
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: |
4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
1.35 |
| Historic volatility: |
0.15 |
| Parity: |
2.59 |
| Time value: |
0.92 |
| Break-even: |
150.10 |
| Moneyness: |
1.23 |
| Premium: |
0.06 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.29 |
| Omega: |
3.09 |
| Rho: |
0.06 |
Quote data
| Open: |
3.22 |
| High: |
3.22 |
| Low: |
3.22 |
| Previous Close: |
3.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.29% |
| 1 Month |
|
|
+9.15% |
| 3 Months |
|
|
+1.58% |
| YTD |
|
|
+59.41% |
| 1 Year |
|
|
+82.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.40 |
3.08 |
| 1M High / 1M Low: |
3.60 |
2.91 |
| 6M High / 6M Low: |
3.94 |
1.52 |
| High (YTD): |
2024-03-28 |
3.94 |
| Low (YTD): |
2024-01-03 |
1.99 |
| 52W High: |
2024-03-28 |
3.94 |
| 52W Low: |
2023-10-23 |
0.90 |
| Avg. price 1W: |
|
3.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.20 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
111.16% |
| Volatility 6M: |
|
76.25% |
| Volatility 1Y: |
|
81.76% |
| Volatility 3Y: |
|
- |
