Soc. Generale Call 62 AA 20.12.20.../  DE000SQ769J2  /

EUWAX
2024-11-06  9:17:29 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.005EUR 0.00% -
Bid Size: -
-
Ask Size: -
Alcoa Corporation 62.00 USD 2024-12-20 Call
 

Master data

WKN: SQ769J
Issuer: Société Générale
Currency: EUR
Underlying: Alcoa Corporation
Type: Warrant
Option type: Call
Strike price: 62.00 USD
Maturity: 2024-12-20
Issue date: 2023-01-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 177.84
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.45
Parity: -1.76
Time value: 0.02
Break-even: 56.92
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 21.43
Spread abs.: 0.01
Spread %: 83.33%
Delta: 0.06
Theta: -0.01
Omega: 11.20
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.54%
1 Month
  -83.33%
3 Months
  -78.26%
YTD
  -97.37%
1 Year
  -92.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.005
1M High / 1M Low: 0.031 0.005
6M High / 6M Low: 0.260 0.005
High (YTD): 2024-05-31 0.260
Low (YTD): 2024-11-05 0.005
52W High: 2024-05-31 0.260
52W Low: 2024-11-05 0.005
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   0.082
Avg. volume 1Y:   0.000
Volatility 1M:   541.40%
Volatility 6M:   417.68%
Volatility 1Y:   372.91%
Volatility 3Y:   -