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Soc. Generale Call 92 SBUX 17.01..../  DE000SQ49911  /

EUWAX
2024-12-23  9:00:27 AM Chg.-0.040 Bid4:31:36 PM Ask4:31:36 PM Underlying Strike price Expiration date Option type
0.120EUR -25.00% 0.087
Bid Size: 225,000		 0.097
Ask Size: 225,000		 Starbucks Corporatio... 92.00 USD 2025-01-17 Call
 

Master data

WKN: SQ4991
Issuer: Société Générale
Currency: EUR
Underlying: Starbucks Corporation
Type: Warrant
Option type: Call
Strike price: 92.00 USD
Maturity: 2025-01-17
Issue date: 2022-12-09
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.86
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.35
Parity: -0.39
Time value: 0.13
Break-even: 89.48
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 1.38
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.31
Theta: -0.05
Omega: 20.17
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.00%
1 Month
  -87.23%
3 Months
  -84.62%
YTD
  -90.16%
1 Year
  -90.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.160
1M High / 1M Low: 1.120 0.160
6M High / 6M Low: 1.120 0.130
High (YTD): 2024-02-12 1.240
Low (YTD): 2024-08-09 0.130
52W High: 2024-02-12 1.240
52W Low: 2024-08-09 0.130
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.771
Avg. volume 1M:   0.000
Avg. price 6M:   0.609
Avg. volume 6M:   0.000
Avg. price 1Y:   0.656
Avg. volume 1Y:   41.787
Volatility 1M:   210.76%
Volatility 6M:   787.04%
Volatility 1Y:   570.35%
Volatility 3Y:   -