Soc. Generale Call 18 VALE 20.09.2024
/ DE000SQ4E7R3
Soc. Generale Call 18 VALE 20.09..../ DE000SQ4E7R3 /
| 2024-06-04 9:50:34 PM |
Chg.+0.001 |
Bid9:58:07 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
+1.47% |
-
Bid Size: - |
-
Ask Size: - |
Vale SA |
18.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SQ4E7R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2022-11-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
164.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
-5.67 |
| Time value: |
0.07 |
| Break-even: |
16.57 |
| Moneyness: |
0.66 |
| Premium: |
0.53 |
| Premium p.a.: |
3.20 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.06 |
| Theta: |
0.00 |
| Omega: |
10.24 |
| Rho: |
0.00 |
Quote data
| Open: |
0.046 |
| High: |
0.070 |
| Low: |
0.042 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.82% |
| 1 Month |
|
|
-37.27% |
| 3 Months |
|
|
-50.71% |
| YTD |
|
|
-91.27% |
| 1 Year |
|
|
-92.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.067 |
| 1M High / 1M Low: |
0.130 |
0.067 |
| 6M High / 6M Low: |
0.830 |
0.051 |
| High (YTD): |
2024-01-02 |
0.730 |
| Low (YTD): |
2024-03-27 |
0.051 |
| 52W High: |
2023-07-25 |
1.050 |
| 52W Low: |
2024-03-27 |
0.051 |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.245 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.463 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
197.80% |
| Volatility 6M: |
|
205.69% |
| Volatility 1Y: |
|
182.15% |
| Volatility 3Y: |
|
- |
