Soc. Generale Call 150 FI 20.12.2024
/ DE000SQ8YKP9
Soc. Generale Call 150 FI 20.12.2.../ DE000SQ8YKP9 /
9/11/2024 7:53:07 PM |
Chg.-0.160 |
Bid8:06:28 PM |
Ask8:06:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.270EUR |
-6.58% |
2.250 Bid Size: 40,000 |
2.260 Ask Size: 40,000 |
Fiserv |
150.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SQ8YKP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
2/10/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.18 |
Intrinsic value: |
2.03 |
Implied volatility: |
0.33 |
Historic volatility: |
0.15 |
Parity: |
2.03 |
Time value: |
0.40 |
Break-even: |
160.41 |
Moneyness: |
1.15 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.41% |
Delta: |
0.83 |
Theta: |
-0.04 |
Omega: |
5.34 |
Rho: |
0.29 |
Quote data
Open: |
2.260 |
High: |
2.270 |
Low: |
2.070 |
Previous Close: |
2.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.20% |
1 Month |
|
|
+31.21% |
3 Months |
|
|
+120.39% |
YTD |
|
|
+249.23% |
1 Year |
|
|
+243.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.500 |
2.250 |
1M High / 1M Low: |
2.580 |
1.640 |
6M High / 6M Low: |
2.580 |
0.850 |
High (YTD): |
8/30/2024 |
2.580 |
Low (YTD): |
1/3/2024 |
0.620 |
52W High: |
8/30/2024 |
2.580 |
52W Low: |
10/31/2023 |
0.280 |
Avg. price 1W: |
|
2.404 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.518 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.126 |
Avg. volume 1Y: |
|
3.285 |
Volatility 1M: |
|
64.45% |
Volatility 6M: |
|
125.17% |
Volatility 1Y: |
|
117.13% |
Volatility 3Y: |
|
- |