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Soc. Generale Call 150 NESN 20.12.../  DE000SQ34WF5  /

EUWAX
6/18/2024  9:05:03 AM Chg.-0.001 Bid2:38:57 PM Ask2:38:57 PM Underlying Strike price Expiration date Option type
0.007EUR -12.50% 0.007
Bid Size: 225,000		 0.030
Ask Size: 225,000		 NESTLE N 150.00 CHF 12/20/2024 Call
 

Master data

WKN: SQ34WF
Issuer: Société Générale
Currency: EUR
Underlying: NESTLE N
Type: Warrant
Option type: Call
Strike price: 150.00 CHF
Maturity: 12/20/2024
Issue date: 11/10/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 330.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.18
Parity: -5.80
Time value: 0.03
Break-even: 157.40
Moneyness: 0.63
Premium: 0.59
Premium p.a.: 1.49
Spread abs.: 0.02
Spread %: 275.00%
Delta: 0.04
Theta: -0.01
Omega: 11.82
Rho: 0.02
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -30.00%
3 Months
  -46.15%
YTD
  -36.36%
1 Year
  -84.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.007
1M High / 1M Low: 0.012 0.001
6M High / 6M Low: 0.019 0.001
High (YTD): 4/22/2024 0.019
Low (YTD): 5/28/2024 0.001
52W High: 6/23/2023 0.038
52W Low: 5/28/2024 0.001
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.010
Avg. volume 6M:   0.000
Avg. price 1Y:   0.016
Avg. volume 1Y:   0.000
Volatility 1M:   3,969.53%
Volatility 6M:   3,038.98%
Volatility 1Y:   2,169.65%
Volatility 3Y:   -