Soc. Generale Call 92 6MK 21.06.2024
/ DE000SQ3S8V8
Soc. Generale Call 92 6MK 21.06.2.../ DE000SQ3S8V8 /
| 5/24/2024 8:52:39 AM |
Chg.+0.02 |
Bid11:38:16 AM |
Ask11:38:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.56EUR |
+0.56% |
3.57
Bid Size: 6,000 |
-
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: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.92 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.16 |
| Parity: |
2.92 |
| Time value: |
0.72 |
| Break-even: |
128.40 |
| Moneyness: |
1.32 |
| Premium: |
0.06 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.26 |
| Omega: |
2.69 |
| Rho: |
0.05 |
Quote data
| Open: |
3.56 |
| High: |
3.56 |
| Low: |
3.56 |
| Previous Close: |
3.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.85% |
| 1 Month |
|
|
+10.90% |
| 3 Months |
|
|
+3.79% |
| YTD |
|
|
+98.88% |
| 1 Year |
|
|
+36.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.55 |
3.51 |
| 1M High / 1M Low: |
3.62 |
3.21 |
| 6M High / 6M Low: |
3.63 |
1.19 |
| High (YTD): |
3/28/2024 |
3.63 |
| Low (YTD): |
1/2/2024 |
2.16 |
| 52W High: |
3/28/2024 |
3.63 |
| 52W Low: |
11/28/2023 |
1.19 |
| Avg. price 1W: |
|
3.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.35 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
54.55% |
| Volatility 6M: |
|
66.95% |
| Volatility 1Y: |
|
69.58% |
| Volatility 3Y: |
|
- |
