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Soc. Generale Call 220 AXP 21.06..../  DE000SQ8JPS3  /

Frankfurt Zert./SG
11/06/2024  21:36:58 Chg.-0.670 Bid21:59:46 Ask21:59:46 Underlying Strike price Expiration date Option type
0.670EUR -50.00% 0.640
Bid Size: 4,700		 0.650
Ask Size: 4,700		 American Express Com... 220.00 USD 21/06/2024 Call
 

Master data

WKN: SQ8JPS
Issuer: Société Générale
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 21/06/2024
Issue date: 01/02/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.14
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.16
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 1.16
Time value: 0.10
Break-even: 217.00
Moneyness: 1.06
Premium: 0.00
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.80%
Delta: 0.86
Theta: -0.14
Omega: 14.74
Rho: 0.05
 

Quote data

Open: 1.180
High: 1.180
Low: 0.670
Previous Close: 1.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -60.36%
1 Month
  -70.61%
3 Months
  -49.62%
YTD  
+71.79%
1 Year  
+3.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.690 1.310
1M High / 1M Low: 2.320 1.310
6M High / 6M Low: 2.320 0.140
High (YTD): 21/05/2024 2.320
Low (YTD): 18/01/2024 0.230
52W High: 21/05/2024 2.320
52W Low: 13/11/2023 0.085
Avg. price 1W:   1.446
Avg. volume 1W:   0.000
Avg. price 1M:   1.852
Avg. volume 1M:   0.000
Avg. price 6M:   1.164
Avg. volume 6M:   0.000
Avg. price 1Y:   0.707
Avg. volume 1Y:   0.000
Volatility 1M:   118.85%
Volatility 6M:   213.85%
Volatility 1Y:   184.75%
Volatility 3Y:   -