Soc. Generale Call 98 6MK 21.06.2024
/ DE000SQ3S8Y2
Soc. Generale Call 98 6MK 21.06.2.../ DE000SQ3S8Y2 /
2024-05-24 5:41:15 PM |
Chg.-0.090 |
Bid5:52:34 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.980EUR |
-2.93% |
2.940 Bid Size: 80,000 |
- Ask Size: - |
MERCK CO. D... |
98.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SQ3S8Y |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
98.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-11-03 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.35 |
Intrinsic value: |
2.32 |
Implied volatility: |
1.37 |
Historic volatility: |
0.16 |
Parity: |
2.32 |
Time value: |
0.76 |
Break-even: |
128.80 |
Moneyness: |
1.24 |
Premium: |
0.06 |
Premium p.a.: |
1.20 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.78 |
Theta: |
-0.25 |
Omega: |
3.05 |
Rho: |
0.05 |
Quote data
Open: |
3.010 |
High: |
3.070 |
Low: |
2.980 |
Previous Close: |
3.070 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.30% |
1 Month |
|
|
+5.30% |
3 Months |
|
|
-1.65% |
YTD |
|
|
+122.39% |
1 Year |
|
|
+36.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.080 |
3.050 |
1M High / 1M Low: |
3.170 |
2.830 |
6M High / 6M Low: |
3.170 |
0.830 |
High (YTD): |
2024-04-26 |
3.170 |
Low (YTD): |
2024-01-02 |
1.700 |
52W High: |
2024-04-26 |
3.170 |
52W Low: |
2023-11-28 |
0.830 |
Avg. price 1W: |
|
3.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.006 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.343 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.931 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
61.02% |
Volatility 6M: |
|
80.92% |
Volatility 1Y: |
|
81.58% |
Volatility 3Y: |
|
- |