Soc. Generale Call 90 2M6 20.09.2024
/ DE000SQ8Z3L6
Soc. Generale Call 90 2M6 20.09.2.../ DE000SQ8Z3L6 /
2024-06-13 5:45:06 PM |
Chg.-0.011 |
Bid6:21:03 PM |
Ask6:21:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.065EUR |
-14.47% |
0.065 Bid Size: 225,000 |
0.075 Ask Size: 225,000 |
MEDTRONIC PLC DL-... |
90.00 - |
2024-09-20 |
Call |
Master data
WKN: |
SQ8Z3L |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
MEDTRONIC PLC DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-02-13 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
85.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
-1.40 |
Time value: |
0.09 |
Break-even: |
90.89 |
Moneyness: |
0.84 |
Premium: |
0.20 |
Premium p.a.: |
0.93 |
Spread abs.: |
0.01 |
Spread %: |
12.66% |
Delta: |
0.16 |
Theta: |
-0.01 |
Omega: |
13.67 |
Rho: |
0.03 |
Quote data
Open: |
0.074 |
High: |
0.074 |
Low: |
0.059 |
Previous Close: |
0.076 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-27.78% |
1 Month |
|
|
-65.79% |
3 Months |
|
|
-79.69% |
YTD |
|
|
-82.43% |
1 Year |
|
|
-91.88% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.076 |
1M High / 1M Low: |
0.250 |
0.074 |
6M High / 6M Low: |
0.560 |
0.074 |
High (YTD): |
2024-01-12 |
0.560 |
Low (YTD): |
2024-05-30 |
0.074 |
52W High: |
2023-06-19 |
0.980 |
52W Low: |
2024-05-30 |
0.074 |
Avg. price 1W: |
|
0.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.140 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.295 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.400 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
321.28% |
Volatility 6M: |
|
197.16% |
Volatility 1Y: |
|
161.23% |
Volatility 3Y: |
|
- |