Soc. Generale Call 40 NCB 20.09.2024
/ DE000SQ8Z6H7
Soc. Generale Call 40 NCB 20.09.2.../ DE000SQ8Z6H7 /
16/08/2024 11:46:21 |
Chg.+0.003 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
0.058EUR |
+5.45% |
0.064 Bid Size: 20,000 |
0.074 Ask Size: 20,000 |
BANK AMERICA DL... |
40.00 - |
20/09/2024 |
Call |
Master data
WKN: |
SQ8Z6H |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BANK AMERICA DL 0,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
20/09/2024 |
Issue date: |
13/02/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
47.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.21 |
Parity: |
-0.43 |
Time value: |
0.08 |
Break-even: |
40.75 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
3.17 |
Spread abs.: |
0.01 |
Spread %: |
15.38% |
Delta: |
0.25 |
Theta: |
-0.03 |
Omega: |
12.00 |
Rho: |
0.01 |
Quote data
Open: |
0.058 |
High: |
0.058 |
Low: |
0.058 |
Previous Close: |
0.055 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.57% |
1 Month |
|
|
-85.85% |
3 Months |
|
|
-65.88% |
YTD |
|
|
-42.00% |
1 Year |
|
|
-6.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.058 |
0.048 |
1M High / 1M Low: |
0.410 |
0.044 |
6M High / 6M Low: |
0.440 |
0.044 |
High (YTD): |
16/07/2024 |
0.440 |
Low (YTD): |
06/08/2024 |
0.044 |
52W High: |
16/07/2024 |
0.440 |
52W Low: |
24/10/2023 |
0.019 |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.163 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.154 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.102 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
272.44% |
Volatility 6M: |
|
236.09% |
Volatility 1Y: |
|
224.84% |
Volatility 3Y: |
|
- |