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Soc. Generale Call 122 6MK 21.06..../  DE000SQ3S9A0  /

EUWAX
2024-05-27  8:53:09 AM Chg.-0.140 Bid6:05:29 PM Ask6:05:29 PM Underlying Strike price Expiration date Option type
0.740EUR -15.91% 0.700
Bid Size: 7,000		 0.750
Ask Size: 7,000		 MERCK CO. D... 122.00 - 2024-06-21 Call
 

Master data

WKN: SQ3S9A
Issuer: Société Générale
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 122.00 -
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.11
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.16
Parity: -0.26
Time value: 0.79
Break-even: 129.90
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 2.43
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.50
Theta: -0.18
Omega: 7.51
Rho: 0.04
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.68%
1 Month
  -25.25%
3 Months
  -25.25%
YTD  
+236.36%
1 Year
  -2.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.860
1M High / 1M Low: 1.030 0.710
6M High / 6M Low: 1.140 0.110
High (YTD): 2024-03-28 1.140
Low (YTD): 2024-01-02 0.360
52W High: 2024-03-28 1.140
52W Low: 2023-11-29 0.110
Avg. price 1W:   0.880
Avg. volume 1W:   0.000
Avg. price 1M:   0.861
Avg. volume 1M:   0.000
Avg. price 6M:   0.650
Avg. volume 6M:   0.000
Avg. price 1Y:   0.543
Avg. volume 1Y:   0.000
Volatility 1M:   183.68%
Volatility 6M:   187.85%
Volatility 1Y:   164.36%
Volatility 3Y:   -