Soc. Generale Call 46 AA 20.12.2024
/ DE000SQ494Z3
Soc. Generale Call 46 AA 20.12.20.../ DE000SQ494Z3 /
10/18/2024 9:12:26 AM |
Chg.-0.090 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
-39.13% |
- Bid Size: - |
- Ask Size: - |
Alcoa Corporation |
46.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SQ494Z |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Alcoa Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
12/9/2022 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.46 |
Parity: |
-0.39 |
Time value: |
0.18 |
Break-even: |
44.13 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
1.27 |
Spread abs.: |
0.01 |
Spread %: |
5.88% |
Delta: |
0.37 |
Theta: |
-0.03 |
Omega: |
7.82 |
Rho: |
0.02 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.32% |
1 Month |
|
|
+27.27% |
3 Months |
|
|
-17.65% |
YTD |
|
|
-65.00% |
1 Year |
|
|
+7.69% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.140 |
1M High / 1M Low: |
0.230 |
0.068 |
6M High / 6M Low: |
0.620 |
0.038 |
High (YTD): |
5/31/2024 |
0.620 |
Low (YTD): |
9/11/2024 |
0.038 |
52W High: |
5/31/2024 |
0.620 |
52W Low: |
9/11/2024 |
0.038 |
Avg. price 1W: |
|
0.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.142 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.238 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.221 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
542.19% |
Volatility 6M: |
|
308.09% |
Volatility 1Y: |
|
271.59% |
Volatility 3Y: |
|
- |