Soc. Generale Call 36 AA/ DE000SQ0X5R8 /
2024-06-20 9:20:08 AM | Chg.- | Bid10:00:35 PM | Ask10:00:35 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.110EUR | - | - Bid Size: - |
- Ask Size: - |
Alcoa Corporation | 36.00 - | 2024-06-21 | Call |
Master data
WKN: | SQ0X5R |
---|---|
Issuer: | Société Générale |
Currency: | EUR |
Underlying: | Alcoa Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 36.00 - |
Maturity: | 2024-06-21 |
Issue date: | 2022-09-26 |
Last trading day: | 2024-06-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 19.38 |
Leverage: | Yes |
Calculated values
Fair value: | 0.14 |
---|---|
Intrinsic value: | 0.14 |
Implied volatility: | 1.33 |
Historic volatility: | 0.46 |
Parity: | 0.14 |
Time value: | 0.04 |
Break-even: | 35.30 |
Moneyness: | 1.04 |
Premium: | 0.01 |
Premium p.a.: | 72.84 |
Spread abs.: | 0.01 |
Spread %: | 5.88% |
Delta: | 0.73 |
Theta: | -0.40 |
Omega: | 14.19 |
Rho: | 0.00 |
Quote data
Open: | 0.110 |
---|---|
High: | 0.110 |
Low: | 0.110 |
Previous Close: | 0.130 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -52.17% | ||
---|---|---|---|
1 Month | -82.26% | ||
3 Months | -45.00% | ||
YTD | -76.60% | ||
1 Year | -83.08% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.230 | 0.110 |
---|---|---|
1M High / 1M Low: | 0.760 | 0.110 |
6M High / 6M Low: | 0.760 | 0.071 |
High (YTD): | 2024-06-03 | 0.760 |
Low (YTD): | 2024-02-27 | 0.071 |
52W High: | 2024-06-03 | 0.760 |
52W Low: | 2024-02-27 | 0.071 |
Avg. price 1W: | 0.160 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.481 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.285 | |
Avg. volume 6M: | 25.600 | |
Avg. price 1Y: | 0.309 | |
Avg. volume 1Y: | 12.500 | |
Volatility 1M: | 240.72% | |
Volatility 6M: | 290.15% | |
Volatility 1Y: | 266.52% | |
Volatility 3Y: | - |