Soc. Generale Call 92 6MK 21.06.2024
/ DE000SQ3S8V8
Soc. Generale Call 92 6MK 21.06.2.../ DE000SQ3S8V8 /
6/13/2024 6:43:29 PM |
Chg.-0.130 |
Bid9:59:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.430EUR |
-3.65% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
92.00 - |
6/21/2024 |
Call |
Master data
WKN: |
SQ3S8V |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
92.00 - |
Maturity: |
6/21/2024 |
Issue date: |
11/3/2022 |
Last trading day: |
6/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.90 |
Intrinsic value: |
2.90 |
Implied volatility: |
3.02 |
Historic volatility: |
0.16 |
Parity: |
2.90 |
Time value: |
0.57 |
Break-even: |
126.70 |
Moneyness: |
1.31 |
Premium: |
0.05 |
Premium p.a.: |
15.82 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.82 |
Theta: |
-1.04 |
Omega: |
2.85 |
Rho: |
0.01 |
Quote data
Open: |
3.430 |
High: |
3.510 |
Low: |
3.430 |
Previous Close: |
3.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.19% |
1 Month |
|
|
-4.99% |
3 Months |
|
|
+24.28% |
YTD |
|
|
+92.70% |
1 Year |
|
|
+55.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.720 |
3.430 |
1M High / 1M Low: |
3.720 |
3.050 |
6M High / 6M Low: |
3.720 |
1.590 |
High (YTD): |
6/11/2024 |
3.720 |
Low (YTD): |
1/2/2024 |
2.160 |
52W High: |
6/11/2024 |
3.720 |
52W Low: |
11/28/2023 |
1.180 |
Avg. price 1W: |
|
3.598 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.460 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.096 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.443 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
53.21% |
Volatility 6M: |
|
63.58% |
Volatility 1Y: |
|
68.98% |
Volatility 3Y: |
|
- |