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Soc. Generale Call 114 6MK 21.06..../  DE000SQ3S866  /

Frankfurt Zert./SG
17/05/2024  21:46:27 Chg.-0.010 Bid21:59:52 Ask- Underlying Strike price Expiration date Option type
1.610EUR -0.62% 1.630
Bid Size: 6,000		 -
Ask Size: -		 MERCK CO. D... 114.00 - 21/06/2024 Call
 

Master data

WKN: SQ3S86
Issuer: Société Générale
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 114.00 -
Maturity: 21/06/2024
Issue date: 03/11/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.36
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.67
Implied volatility: 0.88
Historic volatility: 0.16
Parity: 0.67
Time value: 0.97
Break-even: 130.40
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 1.29
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.64
Theta: -0.18
Omega: 4.72
Rho: 0.06
 

Quote data

Open: 1.530
High: 1.620
Low: 1.530
Previous Close: 1.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+21.97%
3 Months  
+8.78%
YTD  
+250.00%
1 Year  
+20.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.680 1.440
1M High / 1M Low: 1.730 1.320
6M High / 6M Low: 1.760 0.230
High (YTD): 27/03/2024 1.760
Low (YTD): 02/01/2024 0.670
52W High: 27/03/2024 1.760
52W Low: 28/11/2023 0.230
Avg. price 1W:   1.562
Avg. volume 1W:   0.000
Avg. price 1M:   1.527
Avg. volume 1M:   0.000
Avg. price 6M:   1.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.915
Avg. volume 1Y:   0.000
Volatility 1M:   123.39%
Volatility 6M:   139.84%
Volatility 1Y:   128.87%
Volatility 3Y:   -