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

EUWAX
15/08/2024  09:56:43 Chg.-0.010 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.350EUR -2.78% -
Bid Size: -		 -
Ask Size: -		 Comcast Corporation 35.00 USD 20/09/2024 Call
 

Master data

WKN: SQ8Z7G
Issuer: Société Générale
Currency: EUR
Underlying: Comcast 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: 8.64
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.36
Implied volatility: 0.37
Historic volatility: 0.20
Parity: 0.36
Time value: 0.05
Break-even: 35.88
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.85
Theta: -0.02
Omega: 7.32
Rho: 0.03
 

Quote data

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

Performance

1 Week
  -5.41%
1 Month
  -5.41%
3 Months
  -31.37%
YTD
  -62.77%
1 Year
  -72.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.570 0.320
6M High / 6M Low: 0.840 0.270
High (YTD): 01/02/2024 1.170
Low (YTD): 20/06/2024 0.270
52W High: 30/08/2023 1.290
52W Low: 20/06/2024 0.270
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   0.528
Avg. volume 6M:   0.000
Avg. price 1Y:   0.760
Avg. volume 1Y:   0.000
Volatility 1M:   293.08%
Volatility 6M:   169.78%
Volatility 1Y:   134.15%
Volatility 3Y:   -