Soc. Generale Call 360 ISRG 21.06.2024
/ DE000SQ6G0W4
Soc. Generale Call 360 ISRG 21.06.../ DE000SQ6G0W4 /
2024-06-04 8:27:51 PM |
Chg.+0.340 |
Bid8:47:18 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.450EUR |
+8.27% |
4.490 Bid Size: 25,000 |
- Ask Size: - |
Intuitive Surgical I... |
360.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SQ6G0W |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Intuitive Surgical Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-12-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.09 |
Intrinsic value: |
4.02 |
Implied volatility: |
0.41 |
Historic volatility: |
0.24 |
Parity: |
4.02 |
Time value: |
0.19 |
Break-even: |
372.15 |
Moneyness: |
1.12 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.91 |
Theta: |
-0.18 |
Omega: |
8.05 |
Rho: |
0.14 |
Quote data
Open: |
3.800 |
High: |
4.450 |
Low: |
3.740 |
Previous Close: |
4.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.15% |
1 Month |
|
|
+49.33% |
3 Months |
|
|
-16.82% |
YTD |
|
|
+82.38% |
1 Year |
|
|
+43.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.170 |
3.830 |
1M High / 1M Low: |
4.440 |
2.780 |
6M High / 6M Low: |
5.350 |
1.510 |
High (YTD): |
2024-03-04 |
5.350 |
Low (YTD): |
2024-01-03 |
1.750 |
52W High: |
2024-03-04 |
5.350 |
52W Low: |
2023-10-30 |
0.710 |
Avg. price 1W: |
|
4.012 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.709 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.543 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.876 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
184.93% |
Volatility 6M: |
|
186.52% |
Volatility 1Y: |
|
168.55% |
Volatility 3Y: |
|
- |