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

EUWAX
5/31/2024  1:59:46 PM Chg.+0.28 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
3.41EUR +8.95% -
Bid Size: -		 -
Ask Size: -		 American Express Com... 200.00 USD 6/21/2024 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: 6/21/2024
Issue date: 11/16/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.85
Leverage: Yes

Calculated values

Fair value: 3.72
Intrinsic value: 3.69
Implied volatility: 0.49
Historic volatility: 0.19
Parity: 3.69
Time value: 0.09
Break-even: 222.16
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.08
Omega: 5.56
Rho: 0.09
 

Quote data

Open: 3.39
High: 3.41
Low: 3.39
Previous Close: 3.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.92%
1 Month  
+10.00%
3 Months  
+40.91%
YTD  
+301.18%
1 Year  
+247.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.46 3.13
1M High / 1M Low: 3.93 2.95
6M High / 6M Low: 3.93 0.30
High (YTD): 5/13/2024 3.93
Low (YTD): 1/18/2024 0.51
52W High: 5/13/2024 3.93
52W Low: 10/30/2023 0.12
Avg. price 1W:   3.34
Avg. volume 1W:   0.00
Avg. price 1M:   3.50
Avg. volume 1M:   0.00
Avg. price 6M:   2.05
Avg. volume 6M:   0.00
Avg. price 1Y:   1.26
Avg. volume 1Y:   0.00
Volatility 1M:   98.29%
Volatility 6M:   174.93%
Volatility 1Y:   158.93%
Volatility 3Y:   -