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Soc. Generale Call 12 VALE 21.06..../  DE000SQ09EA6  /

Frankfurt Zert./SG
2024-06-07  9:37:51 PM Chg.-0.070 Bid9:59:47 PM Ask- Underlying Strike price Expiration date Option type
0.090EUR -43.75% 0.090
Bid Size: 10,000		 -
Ask Size: -		 Vale SA 12.00 USD 2024-06-21 Call
 

Master data

WKN: SQ09EA
Issuer: Société Générale
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 12.00 USD
Maturity: 2024-06-21
Issue date: 2022-09-30
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 62.76
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -0.35
Time value: 0.17
Break-even: 11.19
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 2.45
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.35
Theta: -0.01
Omega: 21.73
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.140
Low: 0.087
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -72.73%
1 Month
  -89.41%
3 Months
  -92.74%
YTD
  -97.53%
1 Year
  -96.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.090
1M High / 1M Low: 1.090 0.090
6M High / 6M Low: 3.820 0.090
High (YTD): 2024-01-02 3.530
Low (YTD): 2024-06-07 0.090
52W High: 2023-12-27 3.820
52W Low: 2024-06-07 0.090
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   0.000
Avg. price 6M:   1.507
Avg. volume 6M:   0.000
Avg. price 1Y:   2.037
Avg. volume 1Y:   0.000
Volatility 1M:   324.16%
Volatility 6M:   230.32%
Volatility 1Y:   182.45%
Volatility 3Y:   -