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

Frankfurt Zert./SG
2024-07-31  9:41:16 PM Chg.-0.070 Bid9:59:21 PM Ask- Underlying Strike price Expiration date Option type
1.330EUR -5.00% 1.330
Bid Size: 7,000
-
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: 4.02
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 1.05
Implied volatility: 0.97
Historic volatility: 0.21
Parity: 1.05
Time value: 0.33
Break-even: 58.80
Moneyness: 1.23
Premium: 0.06
Premium p.a.: 0.51
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -0.06
Omega: 3.13
Rho: 0.04
 

Quote data

Open: 1.320
High: 1.390
Low: 1.320
Previous Close: 1.400
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -1.48%
1 Month
  -3.62%
3 Months
  -6.99%
YTD  
+95.59%
1 Year  
+125.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 1.350
1M High / 1M Low: 1.520 1.090
6M High / 6M Low: 1.640 0.560
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:   1.380
Avg. volume 1W:   0.000
Avg. price 1M:   1.364
Avg. volume 1M:   0.000
Avg. price 6M:   1.246
Avg. volume 6M:   0.000
Avg. price 1Y:   0.835
Avg. volume 1Y:   0.000
Volatility 1M:   134.41%
Volatility 6M:   105.10%
Volatility 1Y:   112.87%
Volatility 3Y:   -