Soc. Generale Call 3 BSD2 21.06.2024
/ DE000SQ3Z3T4
Soc. Generale Call 3 BSD2 21.06.2.../ DE000SQ3Z3T4 /
2024-05-03 9:47:28 PM |
Chg.-0.050 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
1.520EUR |
-3.18% |
1.520 Bid Size: 2,000 |
1.600 Ask Size: 2,000 |
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: |
1.580 |
High: |
1.600 |
Low: |
1.510 |
Previous Close: |
1.570 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.48% |
1 Month |
|
|
-3.80% |
3 Months |
|
|
+63.44% |
YTD |
|
|
+72.73% |
1 Year |
|
|
+223.40% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.770 |
1.520 |
1M High / 1M Low: |
1.820 |
1.350 |
6M High / 6M Low: |
1.820 |
0.660 |
High (YTD): |
2024-04-26 |
1.820 |
Low (YTD): |
2024-01-29 |
0.660 |
52W High: |
2024-04-26 |
1.820 |
52W Low: |
2023-06-23 |
0.410 |
Avg. price 1W: |
|
1.605 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.569 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.027 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.825 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
77.67% |
Volatility 6M: |
|
76.73% |
Volatility 1Y: |
|
88.03% |
Volatility 3Y: |
|
- |