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Soc. Generale Call 4.5 BSD2 21.06.../  DE000SQ66KP1  /

Frankfurt Zert./SG
2024-05-02  5:10:03 PM Chg.0.000 Bid5:30:52 PM Ask5:30:52 PM Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.230
Bid Size: 10,000		 0.250
Ask Size: 10,000		 BCO SANTANDER N.EO0,... 4.50 EUR 2024-06-21 Call
 

Master data

WKN: SQ66KP
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 2024-06-21
Issue date: 2023-01-10
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 19.05
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.07
Implied volatility: 0.28
Historic volatility: 0.23
Parity: 0.07
Time value: 0.17
Break-even: 4.74
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.60
Theta: 0.00
Omega: 11.47
Rho: 0.00
 

Quote data

Open: 0.280
High: 0.280
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month  
+26.32%
3 Months  
+380.00%
YTD  
+336.36%
1 Year  
+252.94%
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.240
1M High / 1M Low: 0.390 0.120
6M High / 6M Low: 0.390 0.020
High (YTD): 2024-04-26 0.390
Low (YTD): 2024-01-29 0.020
52W High: 2024-04-26 0.390
52W Low: 2024-01-29 0.020
Avg. price 1W:   0.333
Avg. volume 1W:   12,500
Avg. price 1M:   0.229
Avg. volume 1M:   4,761.905
Avg. price 6M:   0.088
Avg. volume 6M:   806.452
Avg. price 1Y:   0.079
Avg. volume 1Y:   390.625
Volatility 1M:   306.40%
Volatility 6M:   237.68%
Volatility 1Y:   207.97%
Volatility 3Y:   -