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Soc. Generale Call 35 BAC 20.09.2.../  DE000SQ8Z6G9  /

Frankfurt Zert./SG
08/08/2024  21:42:56 Chg.+0.050 Bid21:58:02 Ask21:58:02 Underlying Strike price Expiration date Option type
0.350EUR +16.67% 0.350
Bid Size: 10,000		 0.360
Ask Size: 10,000		 Bank of America Corp... 35.00 USD 20/09/2024 Call
 

Master data

WKN: SQ8Z6G
Issuer: Société Générale
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 20/09/2024
Issue date: 13/02/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.77
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.21
Implied volatility: 0.34
Historic volatility: 0.21
Parity: 0.21
Time value: 0.08
Break-even: 34.93
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.74
Theta: -0.02
Omega: 8.71
Rho: 0.03
 

Quote data

Open: 0.280
High: 0.360
Low: 0.260
Previous Close: 0.300
Turnover: 5,580
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -37.50%
3 Months
  -7.89%
YTD  
+34.62%
1 Year  
+66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.260
1M High / 1M Low: 0.860 0.260
6M High / 6M Low: 0.860 0.170
High (YTD): 16/07/2024 0.860
Low (YTD): 18/01/2024 0.140
52W High: 16/07/2024 0.860
52W Low: 24/10/2023 0.041
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.599
Avg. volume 1M:   0.000
Avg. price 6M:   0.424
Avg. volume 6M:   48.795
Avg. price 1Y:   0.276
Avg. volume 1Y:   24.207
Volatility 1M:   188.33%
Volatility 6M:   148.13%
Volatility 1Y:   165.96%
Volatility 3Y:   -