Soc. Generale Call 94 6MK 21.06.2024
/ DE000SQ3S8W6
Soc. Generale Call 94 6MK 21.06.2.../ DE000SQ3S8W6 /
| 2024-05-24 8:52:39 AM |
Chg.+0.03 |
Bid9:11:35 PM |
Ask9:11:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.38EUR |
+0.90% |
3.28
Bid Size: 80,000 |
-
Ask Size: - |
MERCK CO. D... |
94.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SQ3S8W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
1.48 |
| Historic volatility: |
0.16 |
| Parity: |
2.72 |
| Time value: |
0.73 |
| Break-even: |
128.50 |
| Moneyness: |
1.29 |
| Premium: |
0.06 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.26 |
| Omega: |
2.80 |
| Rho: |
0.05 |
Quote data
| Open: |
3.38 |
| High: |
3.38 |
| Low: |
3.38 |
| Previous Close: |
3.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.90% |
| 1 Month |
|
|
+11.55% |
| 3 Months |
|
|
+4.00% |
| YTD |
|
|
+106.10% |
| 1 Year |
|
|
+39.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
3.33 |
| 1M High / 1M Low: |
3.43 |
3.03 |
| 6M High / 6M Low: |
3.45 |
1.07 |
| High (YTD): |
2024-03-28 |
3.45 |
| Low (YTD): |
2024-01-02 |
2.00 |
| 52W High: |
2024-03-28 |
3.45 |
| 52W Low: |
2023-11-28 |
1.07 |
| Avg. price 1W: |
|
3.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.20 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
57.63% |
| Volatility 6M: |
|
70.87% |
| Volatility 1Y: |
|
72.89% |
| Volatility 3Y: |
|
- |
