Soc. Generale Call 3 BSD2 21.06.2024
/ DE000SQ3Z3T4
Soc. Generale Call 3 BSD2 21.06.2.../ DE000SQ3Z3T4 /
2024-05-03 1:59:44 PM |
Chg.+0.01 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.59EUR |
+0.63% |
- Bid Size: - |
- Ask Size: - |
BCO SANTANDER N.EO0,... |
3.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SQ3Z3T |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BCO SANTANDER N.EO0,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2022-11-08 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
1.53 |
Implied volatility: |
0.73 |
Historic volatility: |
0.23 |
Parity: |
1.53 |
Time value: |
0.04 |
Break-even: |
4.57 |
Moneyness: |
1.51 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.64% |
Delta: |
0.96 |
Theta: |
0.00 |
Omega: |
2.76 |
Rho: |
0.00 |
Quote data
Open: |
1.58 |
High: |
1.59 |
Low: |
1.58 |
Previous Close: |
1.58 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.17% |
1 Month |
|
|
+1.92% |
3 Months |
|
|
+74.73% |
YTD |
|
|
+82.76% |
1 Year |
|
|
+200.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.84 |
1.58 |
1M High / 1M Low: |
1.84 |
1.35 |
6M High / 6M Low: |
1.84 |
0.66 |
High (YTD): |
2024-04-29 |
1.84 |
Low (YTD): |
2024-01-29 |
0.66 |
52W High: |
2024-04-29 |
1.84 |
52W Low: |
2023-06-26 |
0.42 |
Avg. price 1W: |
|
1.67 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.58 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.03 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.83 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
77.17% |
Volatility 6M: |
|
76.17% |
Volatility 1Y: |
|
86.70% |
Volatility 3Y: |
|
- |