Soc. Generale Call 40 NCB 20.09.2024
/ DE000SQ8Z6H7
Soc. Generale Call 40 NCB 20.09.2.../ DE000SQ8Z6H7 /
16/08/2024 09:57:22 |
Chg.+0.002 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.055EUR |
+3.77% |
- Bid Size: - |
- Ask Size: - |
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: |
53.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.21 |
Parity: |
-0.44 |
Time value: |
0.07 |
Break-even: |
40.67 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
3.04 |
Spread abs.: |
0.01 |
Spread %: |
17.54% |
Delta: |
0.24 |
Theta: |
-0.02 |
Omega: |
12.61 |
Rho: |
0.01 |
Quote data
Open: |
0.055 |
High: |
0.055 |
Low: |
0.055 |
Previous Close: |
0.053 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.84% |
1 Month |
|
|
-86.90% |
3 Months |
|
|
-67.65% |
YTD |
|
|
-50.00% |
1 Year |
|
|
-12.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.050 |
1M High / 1M Low: |
0.420 |
0.026 |
6M High / 6M Low: |
0.420 |
0.026 |
High (YTD): |
18/07/2024 |
0.420 |
Low (YTD): |
05/08/2024 |
0.026 |
52W High: |
18/07/2024 |
0.420 |
52W Low: |
24/10/2023 |
0.019 |
Avg. price 1W: |
|
0.053 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.172 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.152 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.101 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
626.95% |
Volatility 6M: |
|
324.72% |
Volatility 1Y: |
|
295.94% |
Volatility 3Y: |
|
- |