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Soc. Generale Call 150 FI 20.12.2.../  DE000SQ8YKP9  /

Frankfurt Zert./SG
9/11/2024  7:53:07 PM Chg.-0.160 Bid8:06:28 PM Ask8:06:28 PM Underlying Strike price Expiration date Option type
2.270EUR -6.58% 2.250
Bid Size: 40,000		 2.260
Ask Size: 40,000		 Fiserv 150.00 USD 12/20/2024 Call
 

Master data

WKN: SQ8YKP
Issuer: Société Générale
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/20/2024
Issue date: 2/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.44
Leverage: Yes

Calculated values

Fair value: 2.18
Intrinsic value: 2.03
Implied volatility: 0.33
Historic volatility: 0.15
Parity: 2.03
Time value: 0.40
Break-even: 160.41
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.41%
Delta: 0.83
Theta: -0.04
Omega: 5.34
Rho: 0.29
 

Quote data

Open: 2.260
High: 2.270
Low: 2.070
Previous Close: 2.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.20%
1 Month  
+31.21%
3 Months  
+120.39%
YTD  
+249.23%
1 Year  
+243.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.500 2.250
1M High / 1M Low: 2.580 1.640
6M High / 6M Low: 2.580 0.850
High (YTD): 8/30/2024 2.580
Low (YTD): 1/3/2024 0.620
52W High: 8/30/2024 2.580
52W Low: 10/31/2023 0.280
Avg. price 1W:   2.404
Avg. volume 1W:   0.000
Avg. price 1M:   2.180
Avg. volume 1M:   0.000
Avg. price 6M:   1.518
Avg. volume 6M:   0.000
Avg. price 1Y:   1.126
Avg. volume 1Y:   3.285
Volatility 1M:   64.45%
Volatility 6M:   125.17%
Volatility 1Y:   117.13%
Volatility 3Y:   -