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Soc. Generale Call 12300 NDX.X 20.../  DE000SQ4V0U1  /

EUWAX
2024-07-09  5:23:40 PM Chg.+0.50 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
76.84EUR +0.65% -
Bid Size: -		 -
Ask Size: -		 NASDAQ 100 INDEX 12,300.00 USD 2024-09-20 Call
 

Master data

WKN: SQ4V0U
Issuer: Société Générale
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 12,300.00 USD
Maturity: 2024-09-20
Issue date: 2022-11-25
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 75.98
Intrinsic value: 75.15
Implied volatility: 0.66
Historic volatility: 0.14
Parity: 75.15
Time value: 1.51
Break-even: 19,022.61
Moneyness: 1.66
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.01%
Delta: 0.97
Theta: -3.56
Omega: 2.39
Rho: 21.33
 

Quote data

Open: 77.01
High: 77.22
Low: 76.84
Previous Close: 76.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.57%
1 Month  
+20.59%
3 Months  
+37.48%
YTD  
+65.46%
1 Year  
+108.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 76.34 71.43
1M High / 1M Low: 76.34 64.52
6M High / 6M Low: 76.34 44.43
High (YTD): 2024-07-08 76.34
Low (YTD): 2024-01-05 41.79
52W High: 2024-07-08 76.34
52W Low: 2023-10-26 27.18
Avg. price 1W:   74.02
Avg. volume 1W:   0.00
Avg. price 1M:   71.09
Avg. volume 1M:   0.00
Avg. price 6M:   57.67
Avg. volume 6M:   0.00
Avg. price 1Y:   47.34
Avg. volume 1Y:   0.00
Volatility 1M:   24.98%
Volatility 6M:   43.15%
Volatility 1Y:   46.81%
Volatility 3Y:   -