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Soc. Generale Call 150 NESN 20.12.../  DE000SQ34WF5  /

EUWAX
26/06/2024  13:54:00 Chg.+0.003 Bid17:30:09 Ask17:30:09 Underlying Strike price Expiration date Option type
0.004EUR +300.00% 0.001
Bid Size: 20,000		 0.032
Ask Size: 20,000		 NESTLE N 150.00 CHF 20/12/2024 Call
 

Master data

WKN: SQ34WF
Issuer: Société Générale
Currency: EUR
Underlying: NESTLE N
Type: Warrant
Option type: Call
Strike price: 150.00 CHF
Maturity: 20/12/2024
Issue date: 10/11/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 324.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.18
Parity: -5.91
Time value: 0.03
Break-even: 156.77
Moneyness: 0.62
Premium: 0.61
Premium p.a.: 1.67
Spread abs.: 0.02
Spread %: 400.00%
Delta: 0.04
Theta: -0.01
Omega: 11.53
Rho: 0.02
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -42.86%
3 Months
  -69.23%
YTD
  -63.64%
1 Year
  -88.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.001
1M High / 1M Low: 0.012 0.001
6M High / 6M Low: 0.019 0.001
High (YTD): 22/04/2024 0.019
Low (YTD): 25/06/2024 0.001
52W High: 28/08/2023 0.036
52W Low: 25/06/2024 0.001
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.010
Avg. volume 6M:   0.000
Avg. price 1Y:   0.016
Avg. volume 1Y:   0.000
Volatility 1M:   2,495.97%
Volatility 6M:   3,056.31%
Volatility 1Y:   2,168.75%
Volatility 3Y:   -