Soc. Generale Call 45 NWT 20.09.2024
/ DE000SQ80FM9
Soc. Generale Call 45 NWT 20.09.2.../ DE000SQ80FM9 /
2024-09-06 9:43:07 PM |
Chg.-0.250 |
Bid9:59:09 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.810EUR |
-23.58% |
0.830 Bid Size: 8,000 |
- Ask Size: - |
WELLS FARGO + CO.DL ... |
45.00 - |
2024-09-20 |
Call |
Master data
WKN: |
SQ80FM |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
WELLS FARGO + CO.DL 1,666 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-02-13 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.62 |
Implied volatility: |
1.95 |
Historic volatility: |
0.21 |
Parity: |
0.62 |
Time value: |
0.46 |
Break-even: |
55.80 |
Moneyness: |
1.14 |
Premium: |
0.09 |
Premium p.a.: |
8.55 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.70 |
Theta: |
-0.24 |
Omega: |
3.33 |
Rho: |
0.01 |
Quote data
Open: |
1.010 |
High: |
1.040 |
Low: |
0.810 |
Previous Close: |
1.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-33.61% |
1 Month |
|
|
+12.50% |
3 Months |
|
|
-38.17% |
YTD |
|
|
+19.12% |
1 Year |
|
|
+161.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.230 |
0.810 |
1M High / 1M Low: |
1.230 |
0.690 |
6M High / 6M Low: |
1.640 |
0.690 |
High (YTD): |
2024-05-15 |
1.640 |
Low (YTD): |
2024-01-18 |
0.460 |
52W High: |
2024-05-15 |
1.640 |
52W Low: |
2023-10-27 |
0.230 |
Avg. price 1W: |
|
1.082 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.954 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.262 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.891 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
137.48% |
Volatility 6M: |
|
105.46% |
Volatility 1Y: |
|
121.50% |
Volatility 3Y: |
|
- |