Soc. Generale Call 91.43 AIR 21.06.2024
/ DE000SQ06EP0
Soc. Generale Call 91.43 AIR 21.0.../ DE000SQ06EP0 /
2024-04-16 11:00:29 AM |
Chg.-0.160 |
Bid9:57:39 PM |
Ask11:49:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
6.910EUR |
-2.26% |
- Bid Size: - |
- Ask Size: - |
AIRBUS |
91.43 - |
2024-06-21 |
Call |
Master data
WKN: |
SQ06EP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AIRBUS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
91.43 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-29 |
Last trading day: |
2024-04-16 |
Ratio: |
9.94:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.66 |
Intrinsic value: |
6.60 |
Implied volatility: |
1.13 |
Historic volatility: |
0.18 |
Parity: |
6.60 |
Time value: |
0.32 |
Break-even: |
160.22 |
Moneyness: |
1.72 |
Premium: |
0.02 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.93 |
Theta: |
-0.09 |
Omega: |
2.12 |
Rho: |
0.12 |
Quote data
Open: |
6.870 |
High: |
6.910 |
Low: |
6.870 |
Previous Close: |
7.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-12.20% |
3 Months |
|
|
+20.38% |
YTD |
|
|
+39.60% |
1 Year |
|
|
+64.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
7.870 |
6.910 |
6M High / 6M Low: |
7.940 |
3.780 |
High (YTD): |
2024-03-27 |
7.940 |
Low (YTD): |
2024-01-03 |
4.620 |
52W High: |
2024-03-27 |
7.940 |
52W Low: |
2023-10-20 |
3.360 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
7.339 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.596 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.824 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
48.63% |
Volatility 6M: |
|
48.53% |
Volatility 1Y: |
|
51.41% |
Volatility 3Y: |
|
- |