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Soc. Generale Call 2200 PCE1 21.0.../  DE000SQ0VYE7  /

Frankfurt Zert./SG
2024-06-14  9:51:45 AM Chg.-0.380 Bid9:59:44 PM Ask- Underlying Strike price Expiration date Option type
14.980EUR -2.47% 15.390
Bid Size: 2,000		 -
Ask Size: -		 BOOKING HLDGS DL... 2,200.00 - 2024-06-21 Call
 

Master data

WKN: SQ0VYE
Issuer: Société Générale
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 2,200.00 -
Maturity: 2024-06-21
Issue date: 2022-09-23
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.34
Leverage: Yes

Calculated values

Fair value: 14.06
Intrinsic value: 14.05
Implied volatility: 4.09
Historic volatility: 0.24
Parity: 14.05
Time value: 1.35
Break-even: 3,740.00
Moneyness: 1.64
Premium: 0.04
Premium p.a.: 8.36
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -30.51
Omega: 2.07
Rho: 0.27
 

Quote data

Open: 15.050
High: 15.050
Low: 14.980
Previous Close: 15.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.35%
1 Month  
+5.57%
3 Months  
+32.68%
YTD  
+17.12%
1 Year  
+138.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.410 14.740
1M High / 1M Low: 15.410 13.740
6M High / 6M Low: 16.050 11.290
High (YTD): 2024-02-22 16.050
Low (YTD): 2024-03-15 11.290
52W High: 2024-02-22 16.050
52W Low: 2023-06-23 6.030
Avg. price 1W:   15.054
Avg. volume 1W:   0.000
Avg. price 1M:   14.573
Avg. volume 1M:   0.000
Avg. price 6M:   13.149
Avg. volume 6M:   0.000
Avg. price 1Y:   10.947
Avg. volume 1Y:   0.000
Volatility 1M:   35.43%
Volatility 6M:   61.92%
Volatility 1Y:   67.26%
Volatility 3Y:   -