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Soc. Generale Call 65 MCHP 20.09..../  DE000SQ3HD57  /

Frankfurt Zert./SG
2024-06-07  9:36:29 PM Chg.-0.040 Bid9:59:58 PM Ask- Underlying Strike price Expiration date Option type
2.660EUR -1.48% 2.680
Bid Size: 6,000		 -
Ask Size: -		 Microchip Technology... 65.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3HD5
Issuer: Société Générale
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 2024-09-20
Issue date: 2022-10-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.22
Leverage: Yes

Calculated values

Fair value: 2.64
Intrinsic value: 2.58
Implied volatility: 0.41
Historic volatility: 0.29
Parity: 2.58
Time value: 0.09
Break-even: 86.88
Moneyness: 1.43
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.01
Omega: 3.10
Rho: 0.16
 

Quote data

Open: 2.510
High: 2.760
Low: 2.510
Previous Close: 2.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.74%
1 Month  
+3.50%
3 Months  
+7.69%
YTD  
+0.38%
1 Year  
+20.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.850 2.660
1M High / 1M Low: 3.270 2.550
6M High / 6M Low: 3.270 1.770
High (YTD): 2024-05-22 3.270
Low (YTD): 2024-04-19 1.770
52W High: 2024-05-22 3.270
52W Low: 2023-11-01 1.390
Avg. price 1W:   2.760
Avg. volume 1W:   0.000
Avg. price 1M:   2.885
Avg. volume 1M:   0.000
Avg. price 6M:   2.424
Avg. volume 6M:   0.000
Avg. price 1Y:   2.320
Avg. volume 1Y:   0.000
Volatility 1M:   66.64%
Volatility 6M:   93.70%
Volatility 1Y:   92.56%
Volatility 3Y:   -