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Soc. Generale Call 50 SAX 21.06.2.../  DE000SQ711J4  /

EUWAX
5/31/2024  6:15:19 PM Chg.+0.05 Bid9:08:23 PM Ask9:08:23 PM Underlying Strike price Expiration date Option type
1.50EUR +3.45% 1.53
Bid Size: 2,000		 1.60
Ask Size: 2,000		 STROEER SE + CO. KGA... 50.00 - 6/21/2024 Call
 

Master data

WKN: SQ711J
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 6/21/2024
Issue date: 1/17/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.28
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.51
Implied volatility: 0.52
Historic volatility: 0.23
Parity: 1.51
Time value: 0.02
Break-even: 65.20
Moneyness: 1.30
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 4.83%
Delta: 0.99
Theta: -0.01
Omega: 4.22
Rho: 0.03
 

Quote data

Open: 1.44
High: 1.52
Low: 1.44
Previous Close: 1.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.54%
1 Month  
+47.06%
3 Months  
+240.91%
YTD  
+120.59%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.64 1.45
1M High / 1M Low: 1.69 0.98
6M High / 6M Low: 1.69 0.44
High (YTD): 5/21/2024 1.69
Low (YTD): 3/1/2024 0.44
52W High: 5/21/2024 1.69
52W Low: 10/5/2023 0.20
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   0.79
Avg. volume 6M:   0.00
Avg. price 1Y:   0.56
Avg. volume 1Y:   0.00
Volatility 1M:   149.23%
Volatility 6M:   130.04%
Volatility 1Y:   152.23%
Volatility 3Y:   -