Soc. Generale Call 95 FI 21.06.2024
/ DE000SQ0VZ15
Soc. Generale Call 95 FI 21.06.20.../ DE000SQ0VZ15 /
| 2024-05-24 9:48:36 PM |
Chg.-0.010 |
Bid9:59:27 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.110EUR |
-0.20% |
5.120
Bid Size: 2,000 |
-
Ask Size: - |
Fiserv |
95.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SQ0VZ1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.39 |
| Intrinsic value: |
4.36 |
| Implied volatility: |
1.85 |
| Historic volatility: |
0.15 |
| Parity: |
4.36 |
| Time value: |
0.76 |
| Break-even: |
146.20 |
| Moneyness: |
1.46 |
| Premium: |
0.05 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-0.32 |
| Omega: |
2.28 |
| Rho: |
0.05 |
Quote data
| Open: |
4.800 |
| High: |
5.140 |
| Low: |
4.760 |
| Previous Close: |
5.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.95% |
| 1 Month |
|
|
-11.59% |
| 3 Months |
|
|
-4.13% |
| YTD |
|
|
+43.14% |
| 1 Year |
|
|
+91.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.380 |
5.110 |
| 1M High / 1M Low: |
5.780 |
5.100 |
| 6M High / 6M Low: |
5.980 |
3.220 |
| High (YTD): |
2024-04-02 |
5.980 |
| Low (YTD): |
2024-01-03 |
3.630 |
| 52W High: |
2024-04-02 |
5.980 |
| 52W Low: |
2023-10-23 |
2.080 |
| Avg. price 1W: |
|
5.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.778 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.849 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
42.19% |
| Volatility 6M: |
|
48.03% |
| Volatility 1Y: |
|
55.21% |
| Volatility 3Y: |
|
- |
