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Soc. Generale Call 4 BSD2 21.06.2.../  DE000SQ3Z3V0  /

EUWAX
6/12/2024  8:25:41 AM Chg.-0.070 Bid12:46:32 PM Ask12:46:32 PM Underlying Strike price Expiration date Option type
0.640EUR -9.86% 0.660
Bid Size: 35,000		 0.670
Ask Size: 35,000		 BCO SANTANDER N.EO0,... 4.00 EUR 6/21/2024 Call
 

Master data

WKN: SQ3Z3V
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.00 EUR
Maturity: 6/21/2024
Issue date: 11/8/2022
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.98
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.61
Implied volatility: 0.90
Historic volatility: 0.23
Parity: 0.61
Time value: 0.05
Break-even: 4.66
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.86
Theta: -0.01
Omega: 6.00
Rho: 0.00
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.67%
1 Month
  -20.00%
3 Months  
+220.00%
YTD  
+236.84%
1 Year  
+540.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.690
1M High / 1M Low: 0.860 0.670
6M High / 6M Low: 0.880 0.089
High (YTD): 4/29/2024 0.880
Low (YTD): 1/29/2024 0.089
52W High: 4/29/2024 0.880
52W Low: 6/23/2023 0.083
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   0.774
Avg. volume 1M:   0.000
Avg. price 6M:   0.390
Avg. volume 6M:   96
Avg. price 1Y:   0.279
Avg. volume 1Y:   85.938
Volatility 1M:   121.51%
Volatility 6M:   172.72%
Volatility 1Y:   163.39%
Volatility 3Y:   -