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Soc. Generale Call 45 NWT 20.09.2.../  DE000SQ80FM9  /

Frankfurt Zert./SG
2024-09-06  9:43:07 PM Chg.-0.250 Bid9:59:09 PM Ask- Underlying Strike price Expiration date Option type
0.810EUR -23.58% 0.830
Bid Size: 8,000		 -
Ask Size: -		 WELLS FARGO + CO.DL ... 45.00 - 2024-09-20 Call
 

Master data

WKN: SQ80FM
Issuer: Société Générale
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.74
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.62
Implied volatility: 1.95
Historic volatility: 0.21
Parity: 0.62
Time value: 0.46
Break-even: 55.80
Moneyness: 1.14
Premium: 0.09
Premium p.a.: 8.55
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.70
Theta: -0.24
Omega: 3.33
Rho: 0.01
 

Quote data

Open: 1.010
High: 1.040
Low: 0.810
Previous Close: 1.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.61%
1 Month  
+12.50%
3 Months
  -38.17%
YTD  
+19.12%
1 Year  
+161.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 0.810
1M High / 1M Low: 1.230 0.690
6M High / 6M Low: 1.640 0.690
High (YTD): 2024-05-15 1.640
Low (YTD): 2024-01-18 0.460
52W High: 2024-05-15 1.640
52W Low: 2023-10-27 0.230
Avg. price 1W:   1.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.954
Avg. volume 1M:   0.000
Avg. price 6M:   1.262
Avg. volume 6M:   0.000
Avg. price 1Y:   0.891
Avg. volume 1Y:   0.000
Volatility 1M:   137.48%
Volatility 6M:   105.46%
Volatility 1Y:   121.50%
Volatility 3Y:   -