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Soc. Generale Call 150 DB1 20.09..../  DE000SQ66LM6  /

Frankfurt Zert./SG
2024-07-05  6:33:20 PM Chg.-0.350 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
3.790EUR -8.45% 3.790
Bid Size: 4,000		 3.940
Ask Size: 4,000		 DEUTSCHE BOERSE NA O... 150.00 EUR 2024-09-20 Call
 

Master data

WKN: SQ66LM
Issuer: Société Générale
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 2024-09-20
Issue date: 2023-01-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.51
Leverage: Yes

Calculated values

Fair value: 4.13
Intrinsic value: 4.02
Implied volatility: 0.36
Historic volatility: 0.15
Parity: 4.02
Time value: 0.20
Break-even: 192.20
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 0.72%
Delta: 0.94
Theta: -0.04
Omega: 4.24
Rho: 0.29
 

Quote data

Open: 4.150
High: 4.200
Low: 3.790
Previous Close: 4.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.33%
1 Month
  -3.81%
3 Months
  -0.52%
YTD
  -5.01%
1 Year  
+25.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.190 4.140
1M High / 1M Low: 4.520 3.260
6M High / 6M Low: 4.590 3.020
High (YTD): 2024-02-29 4.590
Low (YTD): 2024-05-14 3.020
52W High: 2024-02-29 4.590
52W Low: 2023-10-27 1.730
Avg. price 1W:   4.170
Avg. volume 1W:   0.000
Avg. price 1M:   4.047
Avg. volume 1M:   0.000
Avg. price 6M:   3.862
Avg. volume 6M:   0.000
Avg. price 1Y:   3.287
Avg. volume 1Y:   0.000
Volatility 1M:   80.50%
Volatility 6M:   73.06%
Volatility 1Y:   71.58%
Volatility 3Y:   -