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Soc. Generale Call 230 ISRG 20.09.../  DE000SQ3HDM7  /

EUWAX
2024-06-28  9:07:53 AM Chg.+0.41 Bid8:17:54 PM Ask8:17:54 PM Underlying Strike price Expiration date Option type
20.16EUR +2.08% 20.35
Bid Size: 20,000		 -
Ask Size: -		 Intuitive Surgical I... 230.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3HDM
Issuer: Société Générale
Currency: EUR
Underlying: Intuitive Surgical Inc
Type: Warrant
Option type: Call
Strike price: 230.00 USD
Maturity: 2024-09-20
Issue date: 2022-10-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.04
Leverage: Yes

Calculated values

Fair value: 20.27
Intrinsic value: 20.09
Implied volatility: 0.73
Historic volatility: 0.25
Parity: 20.09
Time value: 0.29
Break-even: 418.60
Moneyness: 1.94
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.06
Omega: 2.00
Rho: 0.47
 

Quote data

Open: 20.16
High: 20.16
Low: 20.16
Previous Close: 19.75
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month  
+28.00%
3 Months  
+25.92%
YTD  
+79.84%
1 Year  
+70.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 20.07 18.66
1M High / 1M Low: 20.07 15.44
6M High / 6M Low: 20.07 9.95
High (YTD): 2024-06-26 20.07
Low (YTD): 2024-01-03 9.95
52W High: 2024-06-26 20.07
52W Low: 2023-10-30 5.77
Avg. price 1W:   19.27
Avg. volume 1W:   0.00
Avg. price 1M:   17.63
Avg. volume 1M:   0.00
Avg. price 6M:   14.95
Avg. volume 6M:   0.00
Avg. price 1Y:   12.15
Avg. volume 1Y:   0.00
Volatility 1M:   42.18%
Volatility 6M:   58.05%
Volatility 1Y:   65.85%
Volatility 3Y:   -