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Soc. Generale Call 170 JNJ 17.01..../  DE000SQ30NY3  /

EUWAX
10/18/2024  8:27:27 AM Chg.+0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.280EUR +7.69% -
Bid Size: -		 -
Ask Size: -		 JOHNSON + JOHNSON ... 170.00 - 1/17/2025 Call
 

Master data

WKN: SQ30NY
Issuer: Société Générale
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 1/17/2025
Issue date: 11/8/2022
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.01
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.14
Parity: -1.81
Time value: 0.31
Break-even: 173.10
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.70
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.25
Theta: -0.04
Omega: 12.49
Rho: 0.09
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month
  -34.88%
3 Months  
+7.69%
YTD
  -56.25%
1 Year
  -64.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.250
1M High / 1M Low: 0.430 0.240
6M High / 6M Low: 0.610 0.090
High (YTD): 1/10/2024 0.860
Low (YTD): 7/9/2024 0.090
52W High: 1/10/2024 0.860
52W Low: 7/9/2024 0.090
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.294
Avg. volume 1M:   0.000
Avg. price 6M:   0.267
Avg. volume 6M:   0.000
Avg. price 1Y:   0.424
Avg. volume 1Y:   0.000
Volatility 1M:   135.81%
Volatility 6M:   252.47%
Volatility 1Y:   199.81%
Volatility 3Y:   -