Soc. Generale Call 120 MS 20.09.2024
/ DE000SQ80A86
Soc. Generale Call 120 MS 20.09.2.../ DE000SQ80A86 /
| 2024-06-06 12:06:14 PM |
Chg.-0.005 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
-15.63% |
0.027
Bid Size: 10,000 |
0.042
Ask Size: 10,000 |
Morgan Stanley |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SQ80A8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-02-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
222.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-2.15 |
| Time value: |
0.04 |
| Break-even: |
110.76 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.01 |
| Spread %: |
33.33% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
17.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.025 |
| High: |
0.027 |
| Low: |
0.024 |
| Previous Close: |
0.032 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-34.15% |
| 3 Months |
|
|
-20.59% |
| YTD |
|
|
-75.45% |
| 1 Year |
|
|
-82.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.038 |
0.032 |
| 1M High / 1M Low: |
0.082 |
0.032 |
| 6M High / 6M Low: |
0.110 |
0.017 |
| High (YTD): |
2024-01-08 |
0.110 |
| Low (YTD): |
2024-02-27 |
0.030 |
| 52W High: |
2023-07-25 |
0.220 |
| 52W Low: |
2023-11-28 |
0.010 |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.051 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.070 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
222.02% |
| Volatility 6M: |
|
303.91% |
| Volatility 1Y: |
|
261.14% |
| Volatility 3Y: |
|
- |
