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

Frankfurt Zert./SG
2024-06-13  7:04:26 PM Chg.-0.110 Bid9:59:44 PM Ask- Underlying Strike price Expiration date Option type
1.400EUR -7.28% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 114.00 - 2024-06-21 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: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.33
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.52
Implied volatility: 3.35
Historic volatility: 0.16
Parity: 0.52
Time value: 0.91
Break-even: 128.30
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.62
Theta: -2.82
Omega: 5.16
Rho: 0.00
 

Quote data

Open: 1.400
High: 1.460
Low: 1.370
Previous Close: 1.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -14.11%
3 Months  
+20.69%
YTD  
+204.35%
1 Year  
+45.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.400 1.400
1M High / 1M Low: 1.670 1.030
6M High / 6M Low: 1.760 0.370
High (YTD): 2024-03-27 1.760
Low (YTD): 2024-01-02 0.670
52W High: 2024-03-27 1.760
52W Low: 2023-11-28 0.230
Avg. price 1W:   1.400
Avg. volume 1W:   0.000
Avg. price 1M:   1.432
Avg. volume 1M:   0.000
Avg. price 6M:   1.286
Avg. volume 6M:   0.000
Avg. price 1Y:   0.942
Avg. volume 1Y:   0.000
Volatility 1M:   144.87%
Volatility 6M:   137.73%
Volatility 1Y:   131.62%
Volatility 3Y:   -