Soc. Generale Call 90 HOT 21.06.2024
/ DE000SQ8L9K1
Soc. Generale Call 90 HOT 21.06.2.../ DE000SQ8L9K1 /
2024-05-21 7:35:39 PM |
Chg.+0.050 |
Bid2024-05-21 |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
1.120EUR |
+4.67% |
1.120 Bid Size: 2,700 |
1.180 Ask Size: 2,700 |
HOCHTIEF AG |
90.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SQ8L9K |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOCHTIEF AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-03 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.01 |
Intrinsic value: |
0.96 |
Implied volatility: |
0.43 |
Historic volatility: |
0.25 |
Parity: |
0.96 |
Time value: |
0.17 |
Break-even: |
101.20 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.04 |
Spread %: |
3.70% |
Delta: |
0.81 |
Theta: |
-0.06 |
Omega: |
7.23 |
Rho: |
0.06 |
Quote data
Open: |
1.040 |
High: |
1.140 |
Low: |
0.990 |
Previous Close: |
1.070 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-22.76% |
1 Month |
|
|
-22.22% |
3 Months |
|
|
-3.45% |
YTD |
|
|
-19.42% |
1 Year |
|
|
+111.32% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.450 |
1.070 |
1M High / 1M Low: |
1.490 |
1.070 |
6M High / 6M Low: |
2.200 |
1.070 |
High (YTD): |
2024-01-24 |
2.200 |
Low (YTD): |
2024-05-20 |
1.070 |
52W High: |
2024-01-24 |
2.200 |
52W Low: |
2023-07-10 |
0.440 |
Avg. price 1W: |
|
1.232 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.289 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.524 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.249 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
112.77% |
Volatility 6M: |
|
137.50% |
Volatility 1Y: |
|
139.56% |
Volatility 3Y: |
|
- |