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Soc. Generale Call 200 AXP 20.09..../  DE000SQ8Z5V0  /

Frankfurt Zert./SG
8/8/2024  9:49:43 PM Chg.+0.320 Bid9:59:49 PM Ask8/8/2024 Underlying Strike price Expiration date Option type
3.370EUR +10.49% 3.320
Bid Size: 1,000		 -
Ask Size: -		 American Express Com... 200.00 USD 9/20/2024 Call
 

Master data

WKN: SQ8Z5V
Issuer: Société Générale
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.15
Leverage: Yes

Calculated values

Fair value: 2.72
Intrinsic value: 2.64
Implied volatility: 0.40
Historic volatility: 0.20
Parity: 2.64
Time value: 0.29
Break-even: 212.32
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 1.38%
Delta: 0.86
Theta: -0.09
Omega: 6.15
Rho: 0.18
 

Quote data

Open: 2.840
High: 3.370
Low: 2.800
Previous Close: 3.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.53%
1 Month
  -5.34%
3 Months
  -15.75%
YTD  
+157.25%
1 Year  
+274.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.650 2.900
1M High / 1M Low: 5.190 2.900
6M High / 6M Low: 5.190 2.380
High (YTD): 7/31/2024 5.190
Low (YTD): 1/18/2024 0.940
52W High: 7/31/2024 5.190
52W Low: 10/27/2023 0.290
Avg. price 1W:   3.414
Avg. volume 1W:   0.000
Avg. price 1M:   4.140
Avg. volume 1M:   0.000
Avg. price 6M:   3.505
Avg. volume 6M:   0.000
Avg. price 1Y:   2.140
Avg. volume 1Y:   0.000
Volatility 1M:   162.93%
Volatility 6M:   106.17%
Volatility 1Y:   123.10%
Volatility 3Y:   -