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Soc. Generale Call 45 MO 20.09.20.../  DE000SQ8Z5J5  /

EUWAX
2024-05-27  9:53:09 AM Chg.-0.020 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.150EUR -11.76% -
Bid Size: -		 -
Ask Size: -		 Altria Group Inc 45.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z5J
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.67
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.05
Implied volatility: 0.12
Historic volatility: 0.17
Parity: 0.05
Time value: 0.12
Break-even: 43.19
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.64
Theta: -0.01
Omega: 15.82
Rho: 0.08
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+51.52%
3 Months  
+275.00%
YTD  
+138.10%
1 Year
  -51.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.150
1M High / 1M Low: 0.210 0.090
6M High / 6M Low: 0.210 0.028
High (YTD): 2024-05-23 0.210
Low (YTD): 2024-03-05 0.028
52W High: 2023-07-06 0.380
52W Low: 2024-03-05 0.028
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   0.151
Avg. volume 1Y:   0.000
Volatility 1M:   181.86%
Volatility 6M:   217.80%
Volatility 1Y:   176.70%
Volatility 3Y:   -