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Soc. Generale Call 15 VALE 20.12..../  DE000SQ6M8Q1  /

EUWAX
2024-05-29  8:46:51 AM Chg.-0.100 Bid1:11:03 PM Ask1:11:03 PM Underlying Strike price Expiration date Option type
0.290EUR -25.64% 0.300
Bid Size: 10,000		 -
Ask Size: -		 Vale SA 15.00 USD 2024-12-20 Call
 

Master data

WKN: SQ6M8Q
Issuer: Société Générale
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 15.00 USD
Maturity: 2024-12-20
Issue date: 2022-12-21
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 32.54
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -2.43
Time value: 0.35
Break-even: 14.17
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.48
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.25
Theta: 0.00
Omega: 8.30
Rho: 0.01
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.56%
1 Month
  -36.96%
3 Months
  -57.35%
YTD
  -86.39%
1 Year
  -81.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.370
1M High / 1M Low: 0.510 0.370
6M High / 6M Low: 2.250 0.350
High (YTD): 2024-01-02 2.060
Low (YTD): 2024-04-08 0.350
52W High: 2023-12-27 2.250
52W Low: 2024-04-08 0.350
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.430
Avg. volume 1M:   0.000
Avg. price 6M:   0.928
Avg. volume 6M:   0.000
Avg. price 1Y:   1.264
Avg. volume 1Y:   0.000
Volatility 1M:   143.83%
Volatility 6M:   151.09%
Volatility 1Y:   139.04%
Volatility 3Y:   -