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Soc. Generale Call 240 ACN 21.06..../  DE000SQ1YAE9  /

EUWAX
04/06/2024  16:28:43 Chg.+0.70 Bid16:45:25 Ask16:45:25 Underlying Strike price Expiration date Option type
4.24EUR +19.77% 4.23
Bid Size: 30,000		 4.27
Ask Size: 30,000		 Accenture PLC 240.00 USD 21/06/2024 Call
 

Master data

WKN: SQ1YAE
Issuer: Société Générale
Currency: EUR
Underlying: Accenture PLC
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 21/06/2024
Issue date: 14/10/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.47
Leverage: Yes

Calculated values

Fair value: 3.87
Intrinsic value: 3.83
Implied volatility: 0.56
Historic volatility: 0.19
Parity: 3.83
Time value: 0.16
Break-even: 259.94
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 1.01%
Delta: 0.92
Theta: -0.16
Omega: 5.94
Rho: 0.09
 

Quote data

Open: 3.49
High: 4.24
Low: 3.49
Previous Close: 3.54
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.76%
1 Month
  -19.39%
3 Months
  -66.90%
YTD
  -59.07%
1 Year
  -50.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.86 3.54
1M High / 1M Low: 6.35 3.54
6M High / 6M Low: 13.09 3.54
High (YTD): 05/03/2024 13.09
Low (YTD): 03/06/2024 3.54
52W High: 05/03/2024 13.09
52W Low: 03/06/2024 3.54
Avg. price 1W:   4.29
Avg. volume 1W:   0.00
Avg. price 1M:   5.48
Avg. volume 1M:   0.00
Avg. price 6M:   9.47
Avg. volume 6M:   0.00
Avg. price 1Y:   8.80
Avg. volume 1Y:   0.00
Volatility 1M:   97.54%
Volatility 6M:   76.55%
Volatility 1Y:   68.35%
Volatility 3Y:   -