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

Frankfurt Zert./SG
2024-05-31  9:35:17 PM Chg.-0.030 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
1.710EUR -1.72% 1.820
Bid Size: 7,000		 1.830
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: 4.84
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.59
Implied volatility: 0.41
Historic volatility: 0.29
Parity: 1.59
Time value: 0.26
Break-even: 92.24
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.54%
Delta: 0.85
Theta: -0.03
Omega: 4.11
Rho: 0.17
 

Quote data

Open: 1.650
High: 1.770
Low: 1.560
Previous Close: 1.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.40%
1 Month  
+26.67%
3 Months  
+33.59%
YTD  
+4.27%
1 Year  
+32.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.910 1.710
1M High / 1M Low: 2.010 1.350
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:   1.794
Avg. volume 1W:   0.000
Avg. price 1M:   1.646
Avg. volume 1M:   0.000
Avg. price 6M:   1.371
Avg. volume 6M:   0.000
Avg. price 1Y:   1.378
Avg. volume 1Y:   0.000
Volatility 1M:   108.09%
Volatility 6M:   138.10%
Volatility 1Y:   128.17%
Volatility 3Y:   -