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Soc. Generale Call 200 AXP 21.06..../  DE000SQ4FB43  /

EUWAX
11/06/2024  08:55:22 Chg.+0.01 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
2.91EUR +0.34% -
Bid Size: -		 -
Ask Size: -		 American Express Com... 200.00 USD 21/06/2024 Call
 

Master data

WKN: SQ4FB4
Issuer: Société Générale
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 21/06/2024
Issue date: 16/11/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.10
Leverage: Yes

Calculated values

Fair value: 3.03
Intrinsic value: 3.01
Implied volatility: 0.42
Historic volatility: 0.19
Parity: 3.01
Time value: 0.03
Break-even: 216.21
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.04
Omega: 7.01
Rho: 0.05
 

Quote data

Open: 2.91
High: 2.91
Low: 2.91
Previous Close: 2.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.39%
1 Month
  -21.35%
3 Months  
+19.75%
YTD  
+242.35%
1 Year  
+169.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.36 2.90
1M High / 1M Low: 3.93 2.90
6M High / 6M Low: 3.93 0.34
High (YTD): 13/05/2024 3.93
Low (YTD): 18/01/2024 0.51
52W High: 13/05/2024 3.93
52W Low: 30/10/2023 0.12
Avg. price 1W:   3.05
Avg. volume 1W:   0.00
Avg. price 1M:   3.48
Avg. volume 1M:   0.00
Avg. price 6M:   2.20
Avg. volume 6M:   0.00
Avg. price 1Y:   1.32
Avg. volume 1Y:   0.00
Volatility 1M:   97.18%
Volatility 6M:   171.95%
Volatility 1Y:   157.92%
Volatility 3Y:   -