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

EUWAX
08/08/2024  10:37:49 Chg.-0.31 Bid19:41:00 Ask19:41:00 Underlying Strike price Expiration date Option type
2.86EUR -9.78% 3.35
Bid Size: 35,000		 -
Ask Size: -		 American Express Com... 200.00 USD 20/09/2024 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: 20/09/2024
Issue date: 13/02/2023
Last trading day: 19/09/2024
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: 2.80
High: 2.86
Low: 2.80
Previous Close: 3.17
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.22%
1 Month
  -18.52%
3 Months
  -24.74%
YTD  
+115.04%
1 Year  
+221.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.95 2.85
1M High / 1M Low: 5.02 2.85
6M High / 6M Low: 5.02 2.34
High (YTD): 31/07/2024 5.02
Low (YTD): 18/01/2024 0.86
52W High: 31/07/2024 5.02
52W Low: 27/10/2023 0.29
Avg. price 1W:   3.70
Avg. volume 1W:   0.00
Avg. price 1M:   4.07
Avg. volume 1M:   0.00
Avg. price 6M:   3.44
Avg. volume 6M:   0.00
Avg. price 1Y:   2.10
Avg. volume 1Y:   0.00
Volatility 1M:   166.47%
Volatility 6M:   120.83%
Volatility 1Y:   132.08%
Volatility 3Y:   -