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

EUWAX
17/05/2024  08:14:09 Chg.-0.030 Bid22:00:46 Ask22:00:46 Underlying Strike price Expiration date Option type
0.360EUR -7.69% -
Bid Size: -		 -
Ask Size: -		 BCO SANTANDER N.EO0,... 4.50 EUR 21/06/2024 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: 21/06/2024
Issue date: 10/01/2023
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.80
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.36
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 0.36
Time value: 0.09
Break-even: 4.95
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.78
Theta: 0.00
Omega: 8.42
Rho: 0.00
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+140.00%
3 Months  
+1400.00%
YTD  
+554.55%
1 Year  
+520.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.330
1M High / 1M Low: 0.440 0.190
6M High / 6M Low: 0.440 0.020
High (YTD): 29/04/2024 0.440
Low (YTD): 29/01/2024 0.020
52W High: 29/04/2024 0.440
52W Low: 29/01/2024 0.020
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   0.091
Avg. volume 1Y:   0.000
Volatility 1M:   317.83%
Volatility 6M:   246.83%
Volatility 1Y:   212.44%
Volatility 3Y:   -