Soc. Generale Call 220 AXP 21.06.2024
/ DE000SQ8JPS3
Soc. Generale Call 220 AXP 21.06..../ DE000SQ8JPS3 /
| 6/12/2024 1:19:38 PM |
Chg.-0.070 |
Bid2:21:53 PM |
Ask2:21:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-10.45% |
0.620
Bid Size: 4,900 |
0.710
Ask Size: 4,900 |
American Express Com... |
220.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
SQ8JPS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
2/1/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.42 |
| Time value: |
0.23 |
| Break-even: |
211.34 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.68 |
| Theta: |
-0.21 |
| Omega: |
21.93 |
| Rho: |
0.03 |
Quote data
| Open: |
0.600 |
| High: |
0.630 |
| Low: |
0.590 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.26% |
| 1 Month |
|
|
-73.68% |
| 3 Months |
|
|
-58.62% |
| YTD |
|
|
+53.85% |
| 1 Year |
|
|
-13.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
0.670 |
| 1M High / 1M Low: |
2.320 |
0.670 |
| 6M High / 6M Low: |
2.320 |
0.150 |
| High (YTD): |
5/21/2024 |
2.320 |
| Low (YTD): |
1/18/2024 |
0.230 |
| 52W High: |
5/21/2024 |
2.320 |
| 52W Low: |
11/13/2023 |
0.085 |
| Avg. price 1W: |
|
1.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.799 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.707 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
202.54% |
| Volatility 6M: |
|
225.86% |
| Volatility 1Y: |
|
191.00% |
| Volatility 3Y: |
|
- |
