Soc. Generale Call 2.5 BSD2 21.06.2024
/ DE000SQ34YP0
Soc. Generale Call 2.5 BSD2 21.06.../ DE000SQ34YP0 /
| 2024-06-07 9:35:35 PM |
Chg.-0.010 |
Bid9:52:30 PM |
Ask9:52:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.220EUR |
-0.45% |
2.220
Bid Size: 1,400 |
2.260
Ask Size: 1,400 |
BCO SANTANDER N.EO0,... |
2.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SQ34YP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
1.43 |
| Historic volatility: |
0.23 |
| Parity: |
2.23 |
| Time value: |
0.01 |
| Break-even: |
4.74 |
| Moneyness: |
1.89 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
2.10 |
| Rho: |
0.00 |
Quote data
| Open: |
2.230 |
| High: |
2.260 |
| Low: |
2.220 |
| Previous Close: |
2.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
-1.77% |
| 3 Months |
|
|
+51.02% |
| YTD |
|
|
+65.67% |
| 1 Year |
|
|
+149.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
2.170 |
| 1M High / 1M Low: |
2.360 |
2.170 |
| 6M High / 6M Low: |
2.360 |
1.110 |
| High (YTD): |
2024-05-17 |
2.360 |
| Low (YTD): |
2024-01-29 |
1.110 |
| 52W High: |
2024-05-17 |
2.360 |
| 52W Low: |
2023-06-23 |
0.740 |
| Avg. price 1W: |
|
2.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.685 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.388 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
34.11% |
| Volatility 6M: |
|
53.06% |
| Volatility 1Y: |
|
60.25% |
| Volatility 3Y: |
|
- |
