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Soc. Generale Call 35 CMCSA 20.09.../  DE000SQ8Z7G7  /

Frankfurt Zert./SG
2024-07-08  9:51:29 PM Chg.-0.040 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.320EUR -11.11% 0.320
Bid Size: 10,000		 0.330
Ask Size: 10,000		 Comcast Corporation 35.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z7G
Issuer: Société Générale
Currency: EUR
Underlying: Comcast Corporation
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.45
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.26
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 0.26
Time value: 0.11
Break-even: 36.03
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.75
Theta: -0.01
Omega: 7.07
Rho: 0.05
 

Quote data

Open: 0.350
High: 0.350
Low: 0.320
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -28.89%
3 Months
  -46.67%
YTD
  -66.32%
1 Year
  -63.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.320
1M High / 1M Low: 0.440 0.280
6M High / 6M Low: 1.170 0.280
High (YTD): 2024-02-01 1.170
Low (YTD): 2024-06-19 0.280
52W High: 2023-08-30 1.290
52W Low: 2024-06-19 0.280
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   0.646
Avg. volume 6M:   0.000
Avg. price 1Y:   0.829
Avg. volume 1Y:   0.000
Volatility 1M:   158.51%
Volatility 6M:   113.69%
Volatility 1Y:   97.58%
Volatility 3Y:   -