Soc. Generale Call 45 NWT 20.09.2024
/ DE000SQ80FM9
Soc. Generale Call 45 NWT 20.09.2.../ DE000SQ80FM9 /
| 2024-07-31 9:41:16 PM |
Chg.-0.070 |
Bid9:59:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
-5.00% |
1.330
Bid Size: 7,000 |
-
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: |
4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.21 |
| Parity: |
1.05 |
| Time value: |
0.33 |
| Break-even: |
58.80 |
| Moneyness: |
1.23 |
| Premium: |
0.06 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
3.13 |
| Rho: |
0.04 |
Quote data
| Open: |
1.320 |
| High: |
1.390 |
| Low: |
1.320 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.48% |
| 1 Month |
|
|
-3.62% |
| 3 Months |
|
|
-6.99% |
| YTD |
|
|
+95.59% |
| 1 Year |
|
|
+125.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.350 |
| 1M High / 1M Low: |
1.520 |
1.090 |
| 6M High / 6M Low: |
1.640 |
0.560 |
| 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: |
|
1.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.364 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.835 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
134.41% |
| Volatility 6M: |
|
105.10% |
| Volatility 1Y: |
|
112.87% |
| Volatility 3Y: |
|
- |
