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Soc. Generale Call 200 SIE 20.12..../  DE000SQ46N01  /

EUWAX
2024-06-28  8:33:36 AM Chg.+0.110 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.440EUR +33.33% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 200.00 EUR 2024-12-20 Call
 

Master data

WKN: SQ46N0
Issuer: Société Générale
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 2024-12-20
Issue date: 2022-12-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 40.36
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -2.65
Time value: 0.43
Break-even: 204.30
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.26
Theta: -0.03
Omega: 10.51
Rho: 0.20
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.71%
1 Month
  -18.52%
3 Months
  -40.54%
YTD
  -33.33%
1 Year
  -12.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.320
1M High / 1M Low: 0.580 0.310
6M High / 6M Low: 1.170 0.310
High (YTD): 2024-03-18 1.170
Low (YTD): 2024-06-17 0.310
52W High: 2024-03-18 1.170
52W Low: 2023-10-27 0.096
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.428
Avg. volume 1M:   0.000
Avg. price 6M:   0.615
Avg. volume 6M:   0.000
Avg. price 1Y:   0.456
Avg. volume 1Y:   0.000
Volatility 1M:   223.27%
Volatility 6M:   161.51%
Volatility 1Y:   156.01%
Volatility 3Y:   -