Soc. Generale Call 70 MCHP 21.06.2024
/ DE000SQ0V3N4
Soc. Generale Call 70 MCHP 21.06..../ DE000SQ0V3N4 /
| 2024-06-05 9:44:17 PM |
Chg.+0.070 |
Bid9:58:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.290EUR |
+3.15% |
2.250
Bid Size: 6,000 |
-
Ask Size: - |
Microchip Technology... |
70.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ0V3N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Microchip Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.29 |
| Parity: |
2.21 |
| Time value: |
0.01 |
| Break-even: |
86.53 |
| Moneyness: |
1.34 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.02 |
| Omega: |
3.85 |
| Rho: |
0.03 |
Quote data
| Open: |
2.030 |
| High: |
2.300 |
| Low: |
1.990 |
| Previous Close: |
2.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.15% |
| 1 Month |
|
|
+13.93% |
| 3 Months |
|
|
+43.13% |
| YTD |
|
|
+7.51% |
| 1 Year |
|
|
+54.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.440 |
2.220 |
| 1M High / 1M Low: |
2.730 |
1.980 |
| 6M High / 6M Low: |
2.730 |
1.190 |
| High (YTD): |
2024-05-22 |
2.730 |
| Low (YTD): |
2024-04-19 |
1.190 |
| 52W High: |
2024-05-22 |
2.730 |
| 52W Low: |
2023-11-01 |
0.950 |
| Avg. price 1W: |
|
2.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.869 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.808 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
83.37% |
| Volatility 6M: |
|
125.47% |
| Volatility 1Y: |
|
118.92% |
| Volatility 3Y: |
|
- |
