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Soc. Generale Call 45 MO 21.06.20.../  DE000SQ4FAV6  /

EUWAX
2024-05-28  8:51:27 AM Chg.-0.014 Bid1:52:49 PM Ask1:52:49 PM Underlying Strike price Expiration date Option type
0.064EUR -17.95% 0.079
Bid Size: 15,000		 0.089
Ask Size: 15,000		 Altria Group Inc 45.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FAV
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.86
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.05
Implied volatility: 0.12
Historic volatility: 0.17
Parity: 0.05
Time value: 0.04
Break-even: 42.27
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 13.51%
Delta: 0.67
Theta: -0.01
Omega: 33.49
Rho: 0.02
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.078
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month  
+68.42%
3 Months  
+276.47%
YTD  
+88.24%
1 Year
  -77.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.078
1M High / 1M Low: 0.150 0.023
6M High / 6M Low: 0.150 0.012
High (YTD): 2024-05-23 0.150
Low (YTD): 2024-03-06 0.012
52W High: 2023-07-06 0.350
52W Low: 2024-03-06 0.012
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   500
Avg. price 6M:   0.044
Avg. volume 6M:   80.645
Avg. price 1Y:   0.116
Avg. volume 1Y:   66.667
Volatility 1M:   373.56%
Volatility 6M:   351.58%
Volatility 1Y:   268.82%
Volatility 3Y:   -