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Soc. Generale Call 45 NWT 21.06.2.../  DE000SQ4F0R7  /

Frankfurt Zert./SG
2024-06-13  6:43:48 PM Chg.0.000 Bid9:58:01 PM Ask- Underlying Strike price Expiration date Option type
1.140EUR 0.00% 1.150
Bid Size: 7,000		 -
Ask Size: -		 WELLS FARGO + CO.DL ... 45.00 - 2024-06-21 Call
 

Master data

WKN: SQ4F0R
Issuer: Société Générale
Currency: EUR
Underlying: WELLS FARGO + CO.DL 1,666
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.61
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.80
Implied volatility: 2.35
Historic volatility: 0.20
Parity: 0.80
Time value: 0.35
Break-even: 56.50
Moneyness: 1.18
Premium: 0.07
Premium p.a.: 17.62
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.74
Theta: -0.38
Omega: 3.41
Rho: 0.01
 

Quote data

Open: 1.050
High: 1.140
Low: 1.030
Previous Close: 1.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month
  -26.45%
3 Months
  -7.32%
YTD  
+90.00%
1 Year  
+159.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 1.130
1M High / 1M Low: 1.600 1.130
6M High / 6M Low: 1.600 0.370
High (YTD): 2024-05-15 1.600
Low (YTD): 2024-01-18 0.370
52W High: 2024-05-15 1.600
52W Low: 2023-10-27 0.160
Avg. price 1W:   1.180
Avg. volume 1W:   0.000
Avg. price 1M:   1.365
Avg. volume 1M:   0.000
Avg. price 6M:   0.996
Avg. volume 6M:   0.000
Avg. price 1Y:   0.651
Avg. volume 1Y:   0.000
Volatility 1M:   58.76%
Volatility 6M:   130.85%
Volatility 1Y:   133.02%
Volatility 3Y:   -