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Soc. Generale Call 80 MCHP 20.09..../  DE000SQ3HD81  /

Frankfurt Zert./SG
2024-06-10  8:29:44 AM Chg.-0.110 Bid2024-06-10 Ask2024-06-10 Underlying Strike price Expiration date Option type
1.350EUR -7.53% 1.350
Bid Size: 7,000		 1.530
Ask Size: 7,000		 Microchip Technology... 80.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3HD8
Issuer: Société Générale
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Call
Strike price: 80.00 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: 5.85
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 1.19
Implied volatility: 0.38
Historic volatility: 0.29
Parity: 1.19
Time value: 0.28
Break-even: 88.76
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.81
Theta: -0.03
Omega: 4.74
Rho: 0.16
 

Quote data

Open: 1.350
High: 1.350
Low: 1.350
Previous Close: 1.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.68%
1 Month
  -2.17%
3 Months
  -6.25%
YTD
  -17.68%
1 Year
  -4.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.640 1.460
1M High / 1M Low: 2.010 1.380
6M High / 6M Low: 2.010 0.850
High (YTD): 2024-05-22 2.010
Low (YTD): 2024-04-19 0.850
52W High: 2023-07-31 2.210
52W Low: 2023-11-01 0.740
Avg. price 1W:   1.542
Avg. volume 1W:   0.000
Avg. price 1M:   1.675
Avg. volume 1M:   0.000
Avg. price 6M:   1.380
Avg. volume 6M:   0.000
Avg. price 1Y:   1.382
Avg. volume 1Y:   0.000
Volatility 1M:   103.79%
Volatility 6M:   136.78%
Volatility 1Y:   126.48%
Volatility 3Y:   -