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Soc. Generale Call 15 VALE 20.09..../  DE000SQ3G721  /

Frankfurt Zert./SG
2024-05-31  9:41:39 PM Chg.-0.020 Bid9:58:02 PM Ask- Underlying Strike price Expiration date Option type
0.160EUR -11.11% 0.170
Bid Size: 10,000		 -
Ask Size: -		 Vale SA 15.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3G72
Issuer: Société Générale
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 15.00 USD
Maturity: 2024-09-20
Issue date: 2022-10-27
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 62.11
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -2.67
Time value: 0.18
Break-even: 14.03
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 1.10
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.17
Theta: 0.00
Omega: 10.57
Rho: 0.01
 

Quote data

Open: 0.140
High: 0.170
Low: 0.140
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.43%
1 Month
  -38.46%
3 Months
  -71.43%
YTD
  -91.49%
1 Year
  -87.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.170
1M High / 1M Low: 0.310 0.170
6M High / 6M Low: 1.980 0.170
High (YTD): 2024-01-02 1.780
Low (YTD): 2024-05-29 0.170
52W High: 2023-12-27 1.980
52W Low: 2024-05-29 0.170
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.704
Avg. volume 6M:   0.000
Avg. price 1Y:   1.036
Avg. volume 1Y:   0.000
Volatility 1M:   167.35%
Volatility 6M:   186.09%
Volatility 1Y:   164.09%
Volatility 3Y:   -