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

EUWAX
5/29/2024  9:53:18 AM Chg.-0.09 Bid12:23:09 PM Ask12:23:09 PM Underlying Strike price Expiration date Option type
4.77EUR -1.85% 4.80
Bid Size: 1,000		 5.65
Ask Size: 1,000		 Accenture PLC 240.00 USD 6/21/2024 Call
 

Master data

WKN: SQ1YAE
Issuer: Société Générale
Currency: EUR
Underlying: Accenture PLC
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 6/21/2024
Issue date: 10/14/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.02
Leverage: Yes

Calculated values

Fair value: 5.37
Intrinsic value: 5.32
Implied volatility: 0.57
Historic volatility: 0.19
Parity: 5.32
Time value: 0.15
Break-even: 275.87
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 0.92%
Delta: 0.94
Theta: -0.12
Omega: 4.74
Rho: 0.13
 

Quote data

Open: 4.77
High: 4.77
Low: 4.77
Previous Close: 4.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.21%
1 Month
  -21.55%
3 Months
  -61.93%
YTD
  -53.96%
1 Year
  -38.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.08 4.86
1M High / 1M Low: 6.35 4.86
6M High / 6M Low: 13.09 4.86
High (YTD): 3/5/2024 13.09
Low (YTD): 5/28/2024 4.86
52W High: 3/5/2024 13.09
52W Low: 5/28/2024 4.86
Avg. price 1W:   5.52
Avg. volume 1W:   0.00
Avg. price 1M:   5.77
Avg. volume 1M:   0.00
Avg. price 6M:   9.64
Avg. volume 6M:   0.00
Avg. price 1Y:   8.86
Avg. volume 1Y:   0.00
Volatility 1M:   85.81%
Volatility 6M:   72.99%
Volatility 1Y:   66.85%
Volatility 3Y:   -