Soc. Generale Call 55 SAX 21.06.2024
/ DE000SQ711K2
Soc. Generale Call 55 SAX 21.06.2.../ DE000SQ711K2 /
2024-05-31 8:14:40 AM |
Chg.-0.010 |
Bid9:41:06 AM |
Ask9:41:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
-1.05% |
0.960 Bid Size: 3,200 |
1.030 Ask Size: 3,200 |
STROEER SE + CO. KGA... |
55.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SQ711K |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
STROEER SE + CO. KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-17 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
1.01 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
1.01 |
Time value: |
0.02 |
Break-even: |
65.20 |
Moneyness: |
1.18 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.07 |
Spread %: |
7.37% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
6.28 |
Rho: |
0.03 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.940 |
Previous Close: |
0.950 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.54% |
1 Month |
|
|
+59.32% |
3 Months |
|
|
+370.00% |
YTD |
|
|
+141.03% |
1 Year |
|
|
+176.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.140 |
0.950 |
1M High / 1M Low: |
1.200 |
0.560 |
6M High / 6M Low: |
1.200 |
0.200 |
High (YTD): |
2024-05-21 |
1.200 |
Low (YTD): |
2024-03-01 |
0.200 |
52W High: |
2024-05-21 |
1.200 |
52W Low: |
2023-11-01 |
0.110 |
Avg. price 1W: |
|
1.050 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.900 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.452 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.324 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
218.18% |
Volatility 6M: |
|
182.71% |
Volatility 1Y: |
|
187.71% |
Volatility 3Y: |
|
- |