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

Frankfurt Zert./SG
8/15/2024  10:10:32 AM Chg.+0.030 Bid4:09:37 PM Ask- Underlying Strike price Expiration date Option type
0.760EUR +4.11% 0.920
Bid Size: 200,000		 -
Ask Size: -		 WELLS FARGO + CO.DL ... 45.00 - 9/20/2024 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: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.87
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.37
Implied volatility: 1.06
Historic volatility: 0.21
Parity: 0.37
Time value: 0.46
Break-even: 53.30
Moneyness: 1.08
Premium: 0.09
Premium p.a.: 1.48
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.66
Theta: -0.08
Omega: 3.88
Rho: 0.02
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -35.04%
3 Months
  -53.66%
YTD  
+11.76%
1 Year  
+76.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.690
1M High / 1M Low: 1.470 0.690
6M High / 6M Low: 1.640 0.690
High (YTD): 5/15/2024 1.640
Low (YTD): 1/18/2024 0.460
52W High: 5/15/2024 1.640
52W Low: 10/27/2023 0.230
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   1.102
Avg. volume 1M:   0.000
Avg. price 6M:   1.264
Avg. volume 6M:   0.000
Avg. price 1Y:   0.847
Avg. volume 1Y:   0.000
Volatility 1M:   157.08%
Volatility 6M:   94.81%
Volatility 1Y:   117.79%
Volatility 3Y:   -