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Soc. Generale Call 150 SND 21.06..../  DE000SQ3Z7V1  /

Frankfurt Zert./SG
5/31/2024  9:45:35 PM Chg.-0.160 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
7.700EUR -2.04% 7.750
Bid Size: 1,000		 7.910
Ask Size: 1,000		 SCHNEIDER ELEC. INH.... 150.00 EUR 6/21/2024 Call
 

Master data

WKN: SQ3Z7V
Issuer: Société Générale
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 6/21/2024
Issue date: 11/8/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.88
Leverage: Yes

Calculated values

Fair value: 7.78
Intrinsic value: 7.75
Implied volatility: 1.12
Historic volatility: 0.21
Parity: 7.75
Time value: 0.15
Break-even: 228.90
Moneyness: 1.52
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 0.51%
Delta: 0.96
Theta: -0.15
Omega: 2.76
Rho: 0.08
 

Quote data

Open: 7.880
High: 7.880
Low: 7.660
Previous Close: 7.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.70%
1 Month  
+19.75%
3 Months  
+25.00%
YTD  
+109.24%
1 Year  
+162.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.730 7.700
1M High / 1M Low: 8.730 6.420
6M High / 6M Low: 8.730 2.590
High (YTD): 5/27/2024 8.730
Low (YTD): 1/5/2024 2.820
52W High: 5/27/2024 8.730
52W Low: 10/25/2023 0.840
Avg. price 1W:   8.054
Avg. volume 1W:   0.000
Avg. price 1M:   7.918
Avg. volume 1M:   0.000
Avg. price 6M:   5.362
Avg. volume 6M:   0.000
Avg. price 1Y:   3.724
Avg. volume 1Y:   0.000
Volatility 1M:   55.91%
Volatility 6M:   68.14%
Volatility 1Y:   102.85%
Volatility 3Y:   -