Soc. Generale Call 160 AEC1 20.09.2024
/ DE000SQ8Z5T4
Soc. Generale Call 160 AEC1 20.09.../ DE000SQ8Z5T4 /
| 12/09/2024 10:07:07 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.43EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMER. EXPRESS DL... |
160.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SQ8Z5T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
13/02/2023 |
| Last trading day: |
12/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.04 |
| Intrinsic value: |
7.03 |
| Implied volatility: |
3.95 |
| Historic volatility: |
0.21 |
| Parity: |
7.03 |
| Time value: |
1.56 |
| Break-even: |
245.90 |
| Moneyness: |
1.44 |
| Premium: |
0.07 |
| Premium p.a.: |
29.49 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-2.31 |
| Omega: |
2.22 |
| Rho: |
0.02 |
Quote data
| Open: |
8.44 |
| High: |
8.44 |
| Low: |
8.43 |
| Previous Close: |
7.45 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.77% |
| 1 Month |
|
|
+18.23% |
| 3 Months |
|
|
+41.92% |
| YTD |
|
|
+140.86% |
| 1 Year |
|
|
+332.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.43 |
7.45 |
| 1M High / 1M Low: |
8.87 |
7.10 |
| 6M High / 6M Low: |
8.87 |
5.54 |
| High (YTD): |
30/08/2024 |
8.87 |
| Low (YTD): |
18/01/2024 |
2.76 |
| 52W High: |
30/08/2024 |
8.87 |
| 52W Low: |
27/10/2023 |
1.06 |
| Avg. price 1W: |
|
7.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.07 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
77.18% |
| Volatility 6M: |
|
78.36% |
| Volatility 1Y: |
|
87.38% |
| Volatility 3Y: |
|
- |
