Soc. Generale Call 160 TMUS 20.09.2024
/ DE000SQ3HGR9
Soc. Generale Call 160 TMUS 20.09.../ DE000SQ3HGR9 /
2024-06-20 9:11:28 AM |
Chg.-0.01 |
Bid9:22:44 AM |
Ask9:22:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.98EUR |
-0.50% |
1.96 Bid Size: 2,000 |
2.08 Ask Size: 2,000 |
T Mobile US Inc |
160.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
SQ3HGR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
T Mobile US Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2022-10-27 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.79 |
Intrinsic value: |
1.64 |
Implied volatility: |
0.28 |
Historic volatility: |
0.12 |
Parity: |
1.64 |
Time value: |
0.41 |
Break-even: |
169.49 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.49% |
Delta: |
0.81 |
Theta: |
-0.05 |
Omega: |
6.50 |
Rho: |
0.29 |
Quote data
Open: |
1.98 |
High: |
1.98 |
Low: |
1.98 |
Previous Close: |
1.99 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.28% |
1 Month |
|
|
+125.00% |
3 Months |
|
|
+98.00% |
YTD |
|
|
+57.14% |
1 Year |
|
|
+160.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.99 |
1.66 |
1M High / 1M Low: |
2.22 |
0.88 |
6M High / 6M Low: |
2.22 |
0.80 |
High (YTD): |
2024-06-11 |
2.22 |
Low (YTD): |
2024-05-15 |
0.80 |
52W High: |
2024-06-11 |
2.22 |
52W Low: |
2023-09-06 |
0.71 |
Avg. price 1W: |
|
1.86 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.24 |
Avg. volume 6M: |
|
22.40 |
Avg. price 1Y: |
|
1.08 |
Avg. volume 1Y: |
|
10.94 |
Volatility 1M: |
|
158.56% |
Volatility 6M: |
|
109.76% |
Volatility 1Y: |
|
97.78% |
Volatility 3Y: |
|
- |