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Soc. Generale Call 45 MO 20.09.20.../  DE000SQ8Z5J5  /

EUWAX
09/08/2024  10:13:22 Chg.+0.060 Bid15:21:55 Ask15:21:55 Underlying Strike price Expiration date Option type
0.540EUR +12.50% 0.560
Bid Size: 7,000		 -
Ask Size: -		 Altria Group Inc 45.00 USD 20/09/2024 Call
 

Master data

WKN: SQ8Z5J
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 45.00 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: 8.25
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.50
Implied volatility: 0.35
Historic volatility: 0.17
Parity: 0.50
Time value: 0.06
Break-even: 46.83
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -0.02
Omega: 7.05
Rho: 0.04
 

Quote data

Open: 0.550
High: 0.550
Low: 0.540
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+170.00%
3 Months  
+350.00%
YTD  
+757.14%
1 Year  
+134.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.450
1M High / 1M Low: 0.540 0.200
6M High / 6M Low: 0.540 0.028
High (YTD): 31/07/2024 0.540
Low (YTD): 05/03/2024 0.028
52W High: 31/07/2024 0.540
52W Low: 05/03/2024 0.028
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.414
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   396.220
Avg. price 1Y:   0.151
Avg. volume 1Y:   196.563
Volatility 1M:   215.19%
Volatility 6M:   216.68%
Volatility 1Y:   195.52%
Volatility 3Y:   -