Soc. Generale Call 250 ACN 20.12.2024
/ DE000SQ6M3Y6
Soc. Generale Call 250 ACN 20.12..../ DE000SQ6M3Y6 /
2024-05-22 8:47:27 AM |
Chg.-0.21 |
Bid12:20:13 PM |
Ask12:20:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.82EUR |
-3.48% |
5.92 Bid Size: 1,000 |
6.30 Ask Size: 1,000 |
Accenture PLC |
250.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SQ6M3Y |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Accenture PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2022-12-21 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.56 |
Intrinsic value: |
4.94 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
4.94 |
Time value: |
1.12 |
Break-even: |
290.93 |
Moneyness: |
1.21 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.33% |
Delta: |
0.84 |
Theta: |
-0.06 |
Omega: |
3.90 |
Rho: |
1.02 |
Quote data
Open: |
5.82 |
High: |
5.82 |
Low: |
5.82 |
Previous Close: |
6.03 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.48% |
1 Month |
|
|
-20.16% |
3 Months |
|
|
-46.56% |
YTD |
|
|
-43.16% |
1 Year |
|
|
-15.77% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.21 |
5.85 |
1M High / 1M Low: |
7.29 |
5.74 |
6M High / 6M Low: |
12.82 |
5.74 |
High (YTD): |
2024-03-08 |
12.82 |
Low (YTD): |
2024-05-03 |
5.74 |
52W High: |
2024-03-08 |
12.82 |
52W Low: |
2024-05-03 |
5.74 |
Avg. price 1W: |
|
6.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.74 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
8.94 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
54.90% |
Volatility 6M: |
|
58.69% |
Volatility 1Y: |
|
58.54% |
Volatility 3Y: |
|
- |