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

EUWAX
6/12/2024  8:14:14 AM Chg.-0.060 Bid9:07:06 AM Ask9:07:06 AM Underlying Strike price Expiration date Option type
0.190EUR -24.00% 0.200
Bid Size: 50,000		 0.210
Ask Size: 50,000		 BCO SANTANDER N.EO0,... 4.50 EUR 6/21/2024 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: 6/21/2024
Issue date: 1/10/2023
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.45
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.21
Implied volatility: 0.45
Historic volatility: 0.23
Parity: 0.21
Time value: 0.06
Break-even: 4.77
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.75
Theta: -0.01
Omega: 13.06
Rho: 0.00
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.67%
1 Month
  -45.71%
3 Months  
+280.00%
YTD  
+245.45%
1 Year  
+313.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.240
1M High / 1M Low: 0.420 0.240
6M High / 6M Low: 0.440 0.020
High (YTD): 4/29/2024 0.440
Low (YTD): 1/29/2024 0.020
52W High: 4/29/2024 0.440
52W Low: 1/29/2024 0.020
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   0.108
Avg. volume 1Y:   0.000
Volatility 1M:   245.55%
Volatility 6M:   259.91%
Volatility 1Y:   219.39%
Volatility 3Y:   -