OverviewChartNewsTraderScreen

Soc. Generale Call 44 AA 20.12.20.../  DE000SQ494Y6  /

Frankfurt Zert./SG
2024-11-12  9:46:40 PM Chg.-0.110 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
0.130EUR -45.83% 0.140
Bid Size: 20,000		 0.150
Ask Size: 20,000		 Alcoa Corporation 44.00 USD 2024-12-20 Call
 

Master data

WKN: SQ494Y
Issuer: Société Générale
Currency: EUR
Underlying: Alcoa Corporation
Type: Warrant
Option type: Call
Strike price: 44.00 USD
Maturity: 2024-12-20
Issue date: 2022-12-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.32
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.47
Parity: -0.05
Time value: 0.25
Break-even: 43.76
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.51
Theta: -0.04
Omega: 8.37
Rho: 0.02
 

Quote data

Open: 0.230
High: 0.230
Low: 0.120
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -50.00%
3 Months  
+30.00%
YTD
  -69.77%
1 Year
  -13.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.240
1M High / 1M Low: 0.390 0.160
6M High / 6M Low: 0.720 0.049
High (YTD): 2024-05-30 0.720
Low (YTD): 2024-09-10 0.049
52W High: 2024-05-30 0.720
52W Low: 2024-09-10 0.049
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   7.786
Avg. price 1Y:   0.264
Avg. volume 1Y:   8.780
Volatility 1M:   294.80%
Volatility 6M:   282.07%
Volatility 1Y:   255.18%
Volatility 3Y:   -