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

EUWAX
30/08/2024  08:14:41 Chg.-0.02 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
5.14EUR -0.39% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 150.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 10/01/2023
Last trading day: 19/09/2024
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: 5.14
High: 5.14
Low: 5.14
Previous Close: 5.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.59%
1 Month  
+28.50%
3 Months  
+52.07%
YTD  
+31.12%
1 Year  
+102.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.16 4.75
1M High / 1M Low: 5.16 2.93
6M High / 6M Low: 5.16 2.93
High (YTD): 29/08/2024 5.16
Low (YTD): 07/08/2024 2.93
52W High: 29/08/2024 5.16
52W Low: 31/10/2023 1.74
Avg. price 1W:   4.94
Avg. volume 1W:   0.00
Avg. price 1M:   4.08
Avg. volume 1M:   0.00
Avg. price 6M:   3.87
Avg. volume 6M:   0.00
Avg. price 1Y:   3.48
Avg. volume 1Y:   0.00
Volatility 1M:   97.89%
Volatility 6M:   84.15%
Volatility 1Y:   76.49%
Volatility 3Y:   -