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Soc. Generale Call 100 6MK 21.06..../  DE000SQ3S8Z9  /

Frankfurt Zert./SG
13/06/2024  19:19:10 Chg.-0.090 Bid21:59:49 Ask- Underlying Strike price Expiration date Option type
2.710EUR -3.21% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 100.00 - 21/06/2024 Call
 

Master data

WKN: SQ3S8Z
Issuer: Société Générale
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 21/06/2024
Issue date: 03/11/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 2.10
Intrinsic value: 2.10
Implied volatility: 2.57
Historic volatility: 0.16
Parity: 2.10
Time value: 0.63
Break-even: 127.30
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 21.43
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -1.01
Omega: 3.42
Rho: 0.01
 

Quote data

Open: 2.690
High: 2.750
Low: 2.660
Previous Close: 2.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.58%
1 Month
  -6.23%
3 Months  
+31.55%
YTD  
+125.83%
1 Year  
+62.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.960 2.710
1M High / 1M Low: 2.960 2.310
6M High / 6M Low: 2.980 1.050
High (YTD): 26/04/2024 2.980
Low (YTD): 02/01/2024 1.540
52W High: 26/04/2024 2.980
52W Low: 28/11/2023 0.720
Avg. price 1W:   2.850
Avg. volume 1W:   0.000
Avg. price 1M:   2.723
Avg. volume 1M:   0.000
Avg. price 6M:   2.393
Avg. volume 6M:   0.000
Avg. price 1Y:   1.836
Avg. volume 1Y:   4.646
Volatility 1M:   70.14%
Volatility 6M:   82.31%
Volatility 1Y:   86.78%
Volatility 3Y:   -