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Soc. Generale Call 125 FI 20.12.2.../  DE000SQ6J1B3  /

Frankfurt Zert./SG
8/5/2024  8:05:17 PM Chg.-0.250 Bid8:26:49 PM Ask8:26:49 PM Underlying Strike price Expiration date Option type
3.200EUR -7.25% 3.260
Bid Size: 35,000		 3.280
Ask Size: 35,000		 Fiserv 125.00 USD 12/20/2024 Call
 

Master data

WKN: SQ6J1B
Issuer: Société Générale
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 12/20/2024
Issue date: 12/19/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.26
Leverage: Yes

Calculated values

Fair value: 3.26
Intrinsic value: 3.11
Implied volatility: 0.35
Historic volatility: 0.15
Parity: 3.11
Time value: 0.31
Break-even: 148.76
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.03
Omega: 3.84
Rho: 0.36
 

Quote data

Open: 2.640
High: 3.420
Low: 2.530
Previous Close: 3.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.31%
1 Month  
+15.11%
3 Months  
+9.59%
YTD  
+75.82%
1 Year  
+79.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.890 3.450
1M High / 1M Low: 3.890 2.600
6M High / 6M Low: 3.890 2.450
High (YTD): 7/31/2024 3.890
Low (YTD): 1/3/2024 1.760
52W High: 7/31/2024 3.890
52W Low: 10/23/2023 0.900
Avg. price 1W:   3.768
Avg. volume 1W:   0.000
Avg. price 1M:   3.314
Avg. volume 1M:   0.000
Avg. price 6M:   3.076
Avg. volume 6M:   0.000
Avg. price 1Y:   2.339
Avg. volume 1Y:   0.000
Volatility 1M:   88.61%
Volatility 6M:   73.58%
Volatility 1Y:   75.19%
Volatility 3Y:   -