Soc. Generale Call 45 MO 20.09.2024
/ DE000SQ8Z5J5
Soc. Generale Call 45 MO 20.09.20.../ DE000SQ8Z5J5 /
| 2024-07-11 9:48:53 PM |
Chg.+0.020 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+8.00% |
0.280
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
Altria Group Inc |
45.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SQ8Z5J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-02-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
0.18 |
| Time value: |
0.09 |
| Break-even: |
44.24 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
11.75 |
| Rho: |
0.06 |
Quote data
| Open: |
0.260 |
| High: |
0.280 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.00% |
| 1 Month |
|
|
+35.00% |
| 3 Months |
|
|
+291.30% |
| YTD |
|
|
+342.62% |
| 1 Year |
|
|
-18.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.200 |
| 1M High / 1M Low: |
0.260 |
0.140 |
| 6M High / 6M Low: |
0.260 |
0.027 |
| High (YTD): |
2024-07-09 |
0.260 |
| Low (YTD): |
2024-03-04 |
0.027 |
| 52W High: |
2023-07-12 |
0.330 |
| 52W Low: |
2024-03-04 |
0.027 |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.115 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.140 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
220.13% |
| Volatility 6M: |
|
214.23% |
| Volatility 1Y: |
|
182.01% |
| Volatility 3Y: |
|
- |
