Soc. Generale Call 105 MCHP 20.12.2024
/ DE000SQ8SJL2
Soc. Generale Call 105 MCHP 20.12.../ DE000SQ8SJL2 /
| 11/10/2024 17:48:15 |
Chg.+0.010 |
Bid18:27:13 |
Ask18:27:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
+14.93% |
0.077
Bid Size: 350,000 |
0.087
Ask Size: 350,000 |
Microchip Technology... |
105.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SQ8SJL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
07/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
88.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.33 |
| Parity: |
-2.53 |
| Time value: |
0.08 |
| Break-even: |
96.83 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
4.14 |
| Spread abs.: |
0.01 |
| Spread %: |
14.29% |
| Delta: |
0.11 |
| Theta: |
-0.02 |
| Omega: |
9.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.056 |
| High: |
0.077 |
| Low: |
0.055 |
| Previous Close: |
0.067 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-83.62% |
| YTD |
|
|
-89.87% |
| 1 Year |
|
|
-87.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.062 |
| 1M High / 1M Low: |
0.120 |
0.062 |
| 6M High / 6M Low: |
0.820 |
0.062 |
| High (YTD): |
07/03/2024 |
0.850 |
| Low (YTD): |
07/10/2024 |
0.062 |
| 52W High: |
14/12/2023 |
0.880 |
| 52W Low: |
07/10/2024 |
0.062 |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.356 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.447 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
321.62% |
| Volatility 6M: |
|
259.26% |
| Volatility 1Y: |
|
218.34% |
| Volatility 3Y: |
|
- |
