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Soc. Generale Call 3.5 BSD2 21.06.../  DE000SQ3Z3U2  /

Frankfurt Zert./SG
5/24/2024  9:48:05 PM Chg.+0.030 Bid5/24/2024 Ask5/24/2024 Underlying Strike price Expiration date Option type
1.260EUR +2.44% 1.260
Bid Size: 2,400		 1.300
Ask Size: 2,400		 BCO SANTANDER N.EO0,... 3.50 EUR 6/21/2024 Call
 

Master data

WKN: SQ3Z3U
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.50 EUR
Maturity: 6/21/2024
Issue date: 11/8/2022
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.68
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 1.25
Implied volatility: 0.78
Historic volatility: 0.23
Parity: 1.25
Time value: 0.04
Break-even: 4.79
Moneyness: 1.36
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.78%
Delta: 0.94
Theta: 0.00
Omega: 3.47
Rho: 0.00
 

Quote data

Open: 1.240
High: 1.280
Low: 1.220
Previous Close: 1.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -4.55%
3 Months  
+207.32%
YTD  
+162.50%
1 Year  
+350.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 1.230
1M High / 1M Low: 1.380 1.030
6M High / 6M Low: 1.380 0.290
High (YTD): 5/17/2024 1.380
Low (YTD): 1/29/2024 0.290
52W High: 5/17/2024 1.380
52W Low: 6/23/2023 0.200
Avg. price 1W:   1.296
Avg. volume 1W:   0.000
Avg. price 1M:   1.243
Avg. volume 1M:   0.000
Avg. price 6M:   0.703
Avg. volume 6M:   0.000
Avg. price 1Y:   0.529
Avg. volume 1Y:   0.000
Volatility 1M:   89.76%
Volatility 6M:   115.15%
Volatility 1Y:   122.11%
Volatility 3Y:   -