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Soc. Generale Call 280 SHW 21.06..../  DE000SQ8NJ90  /

EUWAX
2024-06-07  9:22:46 AM Chg.-0.26 Bid12:06:43 PM Ask12:06:43 PM Underlying Strike price Expiration date Option type
1.62EUR -13.83% 1.74
Bid Size: 1,800		 -
Ask Size: -		 Sherwin Williams 280.00 USD 2024-06-21 Call
 

Master data

WKN: SQ8NJ9
Issuer: Société Générale
Currency: EUR
Underlying: Sherwin Williams
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 2024-06-21
Issue date: 2023-02-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.73
Leverage: Yes

Calculated values

Fair value: 2.25
Intrinsic value: 2.21
Implied volatility: 0.38
Historic volatility: 0.18
Parity: 2.21
Time value: 0.17
Break-even: 280.87
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: -0.28
Spread %: -10.53%
Delta: 0.88
Theta: -0.18
Omega: 10.26
Rho: 0.08
 

Quote data

Open: 1.62
High: 1.62
Low: 1.62
Previous Close: 1.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.14%
1 Month
  -44.71%
3 Months
  -70.38%
YTD
  -63.92%
1 Year
  -11.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.89 1.68
1M High / 1M Low: 3.26 1.41
6M High / 6M Low: 6.10 1.41
High (YTD): 2024-03-25 6.10
Low (YTD): 2024-05-30 1.41
52W High: 2024-03-25 6.10
52W Low: 2023-10-24 0.87
Avg. price 1W:   1.77
Avg. volume 1W:   0.00
Avg. price 1M:   2.36
Avg. volume 1M:   0.00
Avg. price 6M:   3.72
Avg. volume 6M:   0.00
Avg. price 1Y:   2.92
Avg. volume 1Y:   0.00
Volatility 1M:   144.84%
Volatility 6M:   112.18%
Volatility 1Y:   122.18%
Volatility 3Y:   -