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Soc. Generale Call 35 SGM 21.06.2.../  DE000SQ3Z788  /

EUWAX
2024-06-14  8:25:41 AM Chg.-0.040 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.610EUR -6.15% -
Bid Size: -		 -
Ask Size: -		 STMICROELECTRONICS 35.00 - 2024-06-21 Call
 

Master data

WKN: SQ3Z78
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-06-21
Issue date: 2022-11-08
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.38
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.44
Implied volatility: 0.84
Historic volatility: 0.30
Parity: 0.44
Time value: 0.03
Break-even: 39.70
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.57
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.88
Theta: -0.08
Omega: 7.35
Rho: 0.00
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.650
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+3.39%
1 Month  
+32.61%
3 Months
  -22.78%
YTD
  -49.17%
1 Year
  -56.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.560
1M High / 1M Low: 0.650 0.280
6M High / 6M Low: 1.250 0.280
High (YTD): 2024-01-02 1.080
Low (YTD): 2024-05-30 0.280
52W High: 2023-07-27 1.690
52W Low: 2024-05-30 0.280
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.450
Avg. volume 1M:   0.000
Avg. price 6M:   0.674
Avg. volume 6M:   108.565
Avg. price 1Y:   0.877
Avg. volume 1Y:   52.792
Volatility 1M:   197.86%
Volatility 6M:   166.85%
Volatility 1Y:   137.93%
Volatility 3Y:   -