Soc. Generale Call 220 AEC1 20.09.2024
/ DE000SQ8Z5W8
Soc. Generale Call 220 AEC1 20.09.../ DE000SQ8Z5W8 /
7/12/2024 9:54:42 AM |
Chg.+0.03 |
Bid10:09:31 AM |
Ask10:09:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.31EUR |
+1.32% |
2.36 Bid Size: 1,300 |
2.48 Ask Size: 1,300 |
AMER. EXPRESS DL... |
220.00 - |
9/20/2024 |
Call |
Master data
WKN: |
SQ8Z5W |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AMER. EXPRESS DL -,20 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
9/20/2024 |
Issue date: |
2/13/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.19 |
Parity: |
-0.04 |
Time value: |
2.33 |
Break-even: |
243.30 |
Moneyness: |
1.00 |
Premium: |
0.11 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.02 |
Spread %: |
0.87% |
Delta: |
0.56 |
Theta: |
-0.17 |
Omega: |
5.27 |
Rho: |
0.19 |
Quote data
Open: |
2.31 |
High: |
2.31 |
Low: |
2.31 |
Previous Close: |
2.28 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
+56.08% |
3 Months |
|
|
+34.30% |
YTD |
|
|
+216.44% |
1 Year |
|
|
+203.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.28 |
2.00 |
1M High / 1M Low: |
2.28 |
1.23 |
6M High / 6M Low: |
2.92 |
0.42 |
High (YTD): |
4/24/2024 |
2.92 |
Low (YTD): |
1/18/2024 |
0.42 |
52W High: |
4/24/2024 |
2.92 |
52W Low: |
11/1/2023 |
0.10 |
Avg. price 1W: |
|
2.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.80 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.84 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.10 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
125.53% |
Volatility 6M: |
|
167.02% |
Volatility 1Y: |
|
163.44% |
Volatility 3Y: |
|
- |