Soc. Generale Call 40 RNL 21.06.2024
/ DE000SQ6VJ35
Soc. Generale Call 40 RNL 21.06.2.../ DE000SQ6VJ35 /
| 14/06/2024 12:13:03 |
Chg.-0.140 |
Bid21:56:09 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-15.05% |
-
Bid Size: - |
-
Ask Size: - |
RENAULT INH. EO... |
40.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
SQ6VJ3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
29/12/2022 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
- |
| Historic volatility: |
0.29 |
| Parity: |
0.94 |
| Time value: |
-0.15 |
| Break-even: |
47.90 |
| Moneyness: |
1.23 |
| Premium: |
-0.03 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.790 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.47% |
| 1 Month |
|
|
-21.00% |
| 3 Months |
|
|
+54.90% |
| YTD |
|
|
+243.48% |
| 1 Year |
|
|
+79.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.790 |
| 1M High / 1M Low: |
1.360 |
0.760 |
| 6M High / 6M Low: |
1.360 |
0.090 |
| High (YTD): |
30/05/2024 |
1.360 |
| Low (YTD): |
17/01/2024 |
0.090 |
| 52W High: |
30/05/2024 |
1.360 |
| 52W Low: |
17/01/2024 |
0.090 |
| Avg. price 1W: |
|
0.927 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.559 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.457 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
180.78% |
| Volatility 6M: |
|
190.88% |
| Volatility 1Y: |
|
177.19% |
| Volatility 3Y: |
|
- |
