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Soc. Generale Call 40 NCB 20.09.2.../  DE000SQ8Z6H7  /

Frankfurt Zert./SG
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:   -