OverviewChartNewsTraderScreen

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

EUWAX
2024-08-01  9:54:58 AM Chg.-0.11 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.22EUR -8.27% -
Bid Size: -		 -
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: 4.12
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.98
Implied volatility: 0.99
Historic volatility: 0.21
Parity: 0.98
Time value: 0.35
Break-even: 58.30
Moneyness: 1.22
Premium: 0.06
Premium p.a.: 0.57
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -0.06
Omega: 3.17
Rho: 0.04
 

Quote data

Open: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.81%
1 Month
  -6.15%
3 Months
  -10.95%
YTD  
+79.41%
1 Year  
+114.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 1.23
1M High / 1M Low: 1.45 1.01
6M High / 6M Low: 1.56 0.56
High (YTD): 2024-05-13 1.56
Low (YTD): 2024-01-18 0.45
52W High: 2024-05-13 1.56
52W Low: 2023-10-27 0.22
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   1.20
Avg. volume 6M:   0.00
Avg. price 1Y:   0.81
Avg. volume 1Y:   0.00
Volatility 1M:   138.60%
Volatility 6M:   100.05%
Volatility 1Y:   119.65%
Volatility 3Y:   -