Soc. Generale Call 120 6MK 21.06.2024
/ DE000SQ3S890
Soc. Generale Call 120 6MK 21.06..../ DE000SQ3S890 /
2024-05-27 9:57:18 AM |
Chg.-0.050 |
Bid10:56:09 AM |
Ask10:56:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
-5.26% |
0.920 Bid Size: 6,000 |
1.010 Ask Size: 6,000 |
MERCK CO. D... |
120.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SQ3S89 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-11-03 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.78 |
Historic volatility: |
0.16 |
Parity: |
-0.06 |
Time value: |
0.96 |
Break-even: |
129.60 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
2.32 |
Spread abs.: |
0.01 |
Spread %: |
1.05% |
Delta: |
0.54 |
Theta: |
-0.20 |
Omega: |
6.66 |
Rho: |
0.04 |
Quote data
Open: |
0.890 |
High: |
0.900 |
Low: |
0.890 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-18.18% |
1 Month |
|
|
-26.23% |
3 Months |
|
|
-21.74% |
YTD |
|
|
+233.33% |
1 Year |
|
|
+8.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
0.950 |
1M High / 1M Low: |
1.140 |
0.890 |
6M High / 6M Low: |
1.290 |
0.130 |
High (YTD): |
2024-03-27 |
1.290 |
Low (YTD): |
2024-01-02 |
0.420 |
52W High: |
2024-03-27 |
1.290 |
52W Low: |
2023-11-28 |
0.130 |
Avg. price 1W: |
|
1.056 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.037 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.774 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.633 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
142.24% |
Volatility 6M: |
|
176.31% |
Volatility 1Y: |
|
154.90% |
Volatility 3Y: |
|
- |