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

Frankfurt Zert./SG
8/30/2024  9:50:19 PM Chg.+0.170 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
5.300EUR +3.31% 5.320
Bid Size: 3,000		 5.480
Ask Size: 3,000		 DEUTSCHE BOERSE NA O... 150.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 1/10/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.74
Leverage: Yes

Calculated values

Fair value: 5.32
Intrinsic value: 5.29
Implied volatility: 0.88
Historic volatility: 0.15
Parity: 5.29
Time value: 0.14
Break-even: 204.30
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 0.56%
Delta: 0.94
Theta: -0.13
Omega: 3.52
Rho: 0.08
 

Quote data

Open: 5.160
High: 5.350
Low: 5.160
Previous Close: 5.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.42%
1 Month  
+33.50%
3 Months  
+52.74%
YTD  
+32.83%
1 Year  
+107.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.300 4.810
1M High / 1M Low: 5.300 2.950
6M High / 6M Low: 5.300 2.950
High (YTD): 8/30/2024 5.300
Low (YTD): 8/6/2024 2.950
52W High: 8/30/2024 5.300
52W Low: 10/27/2023 1.730
Avg. price 1W:   5.054
Avg. volume 1W:   0.000
Avg. price 1M:   4.143
Avg. volume 1M:   0.000
Avg. price 6M:   3.875
Avg. volume 6M:   0.000
Avg. price 1Y:   3.481
Avg. volume 1Y:   0.000
Volatility 1M:   81.23%
Volatility 6M:   81.00%
Volatility 1Y:   73.58%
Volatility 3Y:   -