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Soc. Generale Call 200 AEC1 20.09.../  DE000SQ8Z5V0  /

Frankfurt Zert./SG
12/09/2024  11:01:29 Chg.-0.060 Bid21:59:32 Ask- Underlying Strike price Expiration date Option type
4.810EUR -1.23% -
Bid Size: -		 -
Ask Size: -		 AMER. EXPRESS DL... 200.00 - 20/09/2024 Call
 

Master data

WKN: SQ8Z5V
Issuer: Société Générale
Currency: EUR
Underlying: AMER. EXPRESS DL -,20
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 20/09/2024
Issue date: 13/02/2023
Last trading day: 12/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.62
Leverage: Yes

Calculated values

Fair value: 3.04
Intrinsic value: 3.03
Implied volatility: 2.75
Historic volatility: 0.21
Parity: 3.03
Time value: 1.96
Break-even: 249.90
Moneyness: 1.15
Premium: 0.09
Premium p.a.: 69.72
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.71
Theta: -2.15
Omega: 3.29
Rho: 0.02
 

Quote data

Open: 4.790
High: 4.830
Low: 4.790
Previous Close: 4.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.06%
1 Month  
+30.71%
3 Months  
+80.83%
YTD  
+267.18%
1 Year  
+715.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.870 4.040
1M High / 1M Low: 5.400 3.570
6M High / 6M Low: 5.400 2.660
High (YTD): 29/08/2024 5.400
Low (YTD): 18/01/2024 0.940
52W High: 29/08/2024 5.400
52W Low: 27/10/2023 0.290
Avg. price 1W:   4.512
Avg. volume 1W:   0.000
Avg. price 1M:   4.620
Avg. volume 1M:   0.000
Avg. price 6M:   3.841
Avg. volume 6M:   0.000
Avg. price 1Y:   2.523
Avg. volume 1Y:   0.000
Volatility 1M:   132.89%
Volatility 6M:   114.92%
Volatility 1Y:   126.38%
Volatility 3Y:   -