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Soc. Generale Call 200 SIE 19.12..../  DE000SQ786V1  /

EUWAX
02/08/2024  08:28:55 Chg.-0.200 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.700EUR -22.22% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 200.00 EUR 19/12/2025 Call
 

Master data

WKN: SQ786V
Issuer: Société Générale
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 19/12/2025
Issue date: 24/01/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.45
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.24
Parity: -4.22
Time value: 0.62
Break-even: 206.20
Moneyness: 0.79
Premium: 0.31
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 3.33%
Delta: 0.28
Theta: -0.02
Omega: 7.07
Rho: 0.52
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.91%
1 Month
  -44.88%
3 Months
  -51.39%
YTD
  -44.44%
1 Year
  -27.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.700
1M High / 1M Low: 1.460 0.700
6M High / 6M Low: 2.060 0.700
High (YTD): 18/03/2024 2.060
Low (YTD): 02/08/2024 0.700
52W High: 18/03/2024 2.060
52W Low: 27/10/2023 0.350
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   1.123
Avg. volume 1M:   0.000
Avg. price 6M:   1.373
Avg. volume 6M:   102.362
Avg. price 1Y:   1.050
Avg. volume 1Y:   50.980
Volatility 1M:   146.73%
Volatility 6M:   115.19%
Volatility 1Y:   109.10%
Volatility 3Y:   -