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Soc. Generale Call 160 PRG 20.09..../  DE000SQ80CF0  /

EUWAX
8/15/2024  9:56:39 AM Chg.+0.140 Bid10:58:01 AM Ask10:58:01 AM Underlying Strike price Expiration date Option type
0.940EUR +17.50% 0.930
Bid Size: 3,300		 0.970
Ask Size: 3,300		 PROCTER GAMBLE 160.00 - 9/20/2024 Call
 

Master data

WKN: SQ80CF
Issuer: Société Générale
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.97
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.13
Parity: -0.67
Time value: 0.96
Break-even: 169.60
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 1.79
Spread abs.: 0.01
Spread %: 1.05%
Delta: 0.46
Theta: -0.17
Omega: 7.37
Rho: 0.06
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.62%
1 Month  
+14.63%
3 Months
  -2.08%
YTD  
+161.11%
1 Year
  -13.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 0.800
1M High / 1M Low: 1.140 0.380
6M High / 6M Low: 1.140 0.380
High (YTD): 8/9/2024 1.140
Low (YTD): 8/1/2024 0.380
52W High: 8/9/2024 1.140
52W Low: 12/15/2023 0.300
Avg. price 1W:   0.974
Avg. volume 1W:   0.000
Avg. price 1M:   0.895
Avg. volume 1M:   0.000
Avg. price 6M:   0.830
Avg. volume 6M:   0.000
Avg. price 1Y:   0.760
Avg. volume 1Y:   0.000
Volatility 1M:   443.24%
Volatility 6M:   220.35%
Volatility 1Y:   192.56%
Volatility 3Y:   -