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Soc. Generale Call 110 SQU 21.06..../  DE000SQ6VLC5  /

EUWAX
2024-05-27  8:37:27 AM Chg.+0.040 Bid1:03:47 PM Ask1:03:47 PM Underlying Strike price Expiration date Option type
0.540EUR +8.00% 0.580
Bid Size: 30,000		 0.590
Ask Size: 30,000		 VINCI S.A. INH. EO... 110.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ6VLC
Issuer: Société Générale
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 2024-06-21
Issue date: 2022-12-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.95
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.42
Implied volatility: 0.20
Historic volatility: 0.14
Parity: 0.42
Time value: 0.11
Break-even: 115.20
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.78
Theta: -0.04
Omega: 17.18
Rho: 0.06
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.63%
1 Month  
+20.00%
3 Months
  -34.94%
YTD
  -40.66%
1 Year
  -50.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.500
1M High / 1M Low: 0.750 0.370
6M High / 6M Low: 1.190 0.370
High (YTD): 2024-02-02 1.110
Low (YTD): 2024-05-02 0.370
52W High: 2023-12-08 1.190
52W Low: 2024-05-02 0.370
Avg. price 1W:   0.600
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   0.830
Avg. volume 6M:   0.000
Avg. price 1Y:   0.746
Avg. volume 1Y:   0.000
Volatility 1M:   173.20%
Volatility 6M:   164.85%
Volatility 1Y:   142.46%
Volatility 3Y:   -