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Soc. Generale Call 40 RNL 21.06.2.../  DE000SQ6VJ35  /

EUWAX
2024-06-06  8:38:33 AM Chg.-0.04 Bid7:31:15 PM Ask7:31:15 PM Underlying Strike price Expiration date Option type
1.23EUR -3.15% 1.19
Bid Size: 4,000		 1.25
Ask Size: 4,000		 RENAULT INH. EO... 40.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ6VJ3
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-06-21
Issue date: 2022-12-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.11
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.22
Implied volatility: 1.01
Historic volatility: 0.29
Parity: 1.22
Time value: 0.05
Break-even: 52.70
Moneyness: 1.31
Premium: 0.01
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 0.79%
Delta: 0.92
Theta: -0.06
Omega: 3.79
Rho: 0.01
 

Quote data

Open: 1.23
High: 1.23
Low: 1.23
Previous Close: 1.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.11%
1 Month  
+53.75%
3 Months  
+583.33%
YTD  
+434.78%
1 Year  
+324.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.42 1.27
1M High / 1M Low: 1.42 0.76
6M High / 6M Low: 1.42 0.09
High (YTD): 2024-06-03 1.42
Low (YTD): 2024-01-17 0.09
52W High: 2024-06-03 1.42
52W Low: 2024-01-17 0.09
Avg. price 1W:   1.33
Avg. volume 1W:   0.00
Avg. price 1M:   1.00
Avg. volume 1M:   0.00
Avg. price 6M:   0.51
Avg. volume 6M:   0.00
Avg. price 1Y:   0.43
Avg. volume 1Y:   0.00
Volatility 1M:   141.47%
Volatility 6M:   191.94%
Volatility 1Y:   175.92%
Volatility 3Y:   -