Soc. Generale Call 200 AXP 20.09.2024
/ DE000SQ8Z5V0
Soc. Generale Call 200 AXP 20.09..../ DE000SQ8Z5V0 /
8/8/2024 10:37:49 AM |
Chg.-0.31 |
Bid7:07:08 PM |
Ask7:07:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.86EUR |
-9.78% |
3.26 Bid Size: 40,000 |
3.29 Ask Size: 40,000 |
American Express Com... |
200.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SQ8Z5V |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
American Express Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
2/13/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.72 |
Intrinsic value: |
2.64 |
Implied volatility: |
0.40 |
Historic volatility: |
0.20 |
Parity: |
2.64 |
Time value: |
0.29 |
Break-even: |
212.32 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.04 |
Spread %: |
1.38% |
Delta: |
0.86 |
Theta: |
-0.09 |
Omega: |
6.15 |
Rho: |
0.18 |
Quote data
Open: |
2.80 |
High: |
2.86 |
Low: |
2.80 |
Previous Close: |
3.17 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.22% |
1 Month |
|
|
-18.52% |
3 Months |
|
|
-24.74% |
YTD |
|
|
+115.04% |
1 Year |
|
|
+221.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.95 |
2.85 |
1M High / 1M Low: |
5.02 |
2.85 |
6M High / 6M Low: |
5.02 |
2.34 |
High (YTD): |
7/31/2024 |
5.02 |
Low (YTD): |
1/18/2024 |
0.86 |
52W High: |
7/31/2024 |
5.02 |
52W Low: |
10/27/2023 |
0.29 |
Avg. price 1W: |
|
3.70 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.07 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.44 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.10 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
166.47% |
Volatility 6M: |
|
120.83% |
Volatility 1Y: |
|
132.08% |
Volatility 3Y: |
|
- |