Soc. Generale Call 50 RNL 21.06.2024
/ DE000SQ63JG9
Soc. Generale Call 50 RNL 21.06.2.../ DE000SQ63JG9 /
2024-05-31 9:38:37 PM |
Chg.-0.030 |
Bid9:51:56 PM |
Ask9:51:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-6.82% |
0.430 Bid Size: 7,000 |
0.450 Ask Size: 7,000 |
RENAULT INH. EO... |
50.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SQ63JG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
RENAULT INH. EO 3,81 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-06 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.36 |
Implied volatility: |
0.45 |
Historic volatility: |
0.29 |
Parity: |
0.36 |
Time value: |
0.09 |
Break-even: |
54.50 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
2.27% |
Delta: |
0.77 |
Theta: |
-0.05 |
Omega: |
9.12 |
Rho: |
0.02 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.370 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+105.00% |
1 Month |
|
|
+314.14% |
3 Months |
|
|
+1181.25% |
YTD |
|
|
+754.17% |
1 Year |
|
|
+310.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.200 |
1M High / 1M Low: |
0.440 |
0.075 |
6M High / 6M Low: |
0.440 |
0.020 |
High (YTD): |
2024-05-30 |
0.440 |
Low (YTD): |
2024-01-31 |
0.020 |
52W High: |
2024-05-30 |
0.440 |
52W Low: |
2024-01-31 |
0.020 |
Avg. price 1W: |
|
0.344 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.161 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.094 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.108 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
636.32% |
Volatility 6M: |
|
356.59% |
Volatility 1Y: |
|
278.32% |
Volatility 3Y: |
|
- |