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Soc. Generale Call 42 AA 20.12.20.../  DE000SQ6BTC0  /

Frankfurt Zert./SG
11/12/2024  9:35:18 PM Chg.-0.130 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.200EUR -39.39% 0.200
Bid Size: 15,000		 0.210
Ask Size: 15,000		 Alcoa Corporation 42.00 USD 12/20/2024 Call
 

Master data

WKN: SQ6BTC
Issuer: Société Générale
Currency: EUR
Underlying: Alcoa Corporation
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 12/20/2024
Issue date: 12/13/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.66
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.14
Implied volatility: 0.52
Historic volatility: 0.47
Parity: 0.14
Time value: 0.21
Break-even: 42.89
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.62
Theta: -0.04
Omega: 7.27
Rho: 0.02
 

Quote data

Open: 0.320
High: 0.320
Low: 0.180
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -41.18%
1 Month
  -39.39%
3 Months  
+66.67%
YTD
  -59.18%
1 Year  
+17.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.330
1M High / 1M Low: 0.510 0.220
6M High / 6M Low: 0.810 0.058
High (YTD): 5/30/2024 0.810
Low (YTD): 9/10/2024 0.058
52W High: 5/30/2024 0.810
52W Low: 9/10/2024 0.058
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.326
Avg. volume 6M:   0.000
Avg. price 1Y:   0.310
Avg. volume 1Y:   0.000
Volatility 1M:   280.45%
Volatility 6M:   266.93%
Volatility 1Y:   240.82%
Volatility 3Y:   -