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Soc. Generale Call 220 AEC1 20.09.../  DE000SQ8Z5W8  /

EUWAX
11/07/2024  09:55:45 Chg.- Bid08:14:28 Ask08:14:28 Underlying Strike price Expiration date Option type
2.28EUR - 2.29
Bid Size: 1,400		 2.41
Ask Size: 1,400		 AMER. EXPRESS DL... 220.00 - 20/09/2024 Call
 

Master data

WKN: SQ8Z5W
Issuer: Société Générale
Currency: EUR
Underlying: AMER. EXPRESS DL -,20
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 20/09/2024
Issue date: 13/02/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.35
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.06
Implied volatility: 0.59
Historic volatility: 0.19
Parity: 0.06
Time value: 2.30
Break-even: 243.60
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 0.85%
Delta: 0.57
Theta: -0.17
Omega: 5.29
Rho: 0.20
 

Quote data

Open: 2.28
High: 2.28
Low: 2.28
Previous Close: 2.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month  
+54.05%
3 Months  
+32.56%
YTD  
+212.33%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.28 2.00
1M High / 1M Low: 2.28 1.23
6M High / 6M Low: 2.92 0.42
High (YTD): 24/04/2024 2.92
Low (YTD): 18/01/2024 0.42
52W High: 24/04/2024 2.92
52W Low: 01/11/2023 0.10
Avg. price 1W:   2.12
Avg. volume 1W:   0.00
Avg. price 1M:   1.80
Avg. volume 1M:   0.00
Avg. price 6M:   1.84
Avg. volume 6M:   0.00
Avg. price 1Y:   1.10
Avg. volume 1Y:   0.00
Volatility 1M:   125.53%
Volatility 6M:   167.02%
Volatility 1Y:   163.44%
Volatility 3Y:   -