Soc. Generale Call 36 BAC
/ DE000SQ1NYB8
Soc. Generale Call 36 BAC/ DE000SQ1NYB8 /
| 2024-06-13 6:58:17 PM |
Chg.-0.010 |
Bid9:58:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-2.86% |
-
Bid Size: - |
-
Ask Size: - |
VERIZON COMM. INC. D... |
36.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SQ1NYB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VERIZON COMM. INC. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-10 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
3.67 |
| Historic volatility: |
0.22 |
| Parity: |
0.13 |
| Time value: |
0.22 |
| Break-even: |
39.50 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.61 |
| Theta: |
-1.38 |
| Omega: |
6.50 |
| Rho: |
0.00 |
Quote data
| Open: |
0.340 |
| High: |
0.350 |
| Low: |
0.320 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
-20.93% |
| YTD |
|
|
+36.00% |
| 1 Year |
|
|
+41.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.510 |
0.300 |
| 6M High / 6M Low: |
0.640 |
0.240 |
| High (YTD): |
2024-02-01 |
0.640 |
| Low (YTD): |
2024-01-11 |
0.290 |
| 52W High: |
2024-02-01 |
0.640 |
| 52W Low: |
2023-10-13 |
0.064 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.300 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
211.37% |
| Volatility 6M: |
|
171.15% |
| Volatility 1Y: |
|
193.96% |
| Volatility 3Y: |
|
- |
