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Soc. Generale Call 56.5 K 20.09.2.../  DE000SQ8Z9Y6  /

Frankfurt Zert./SG
2024-05-28  10:59:09 AM Chg.+0.020 Bid2024-05-28 Ask2024-05-28 Underlying Strike price Expiration date Option type
0.530EUR +3.92% 0.530
Bid Size: 7,000		 0.600
Ask Size: 7,000		 Kellanova Co 56.50 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z9Y
Issuer: Société Générale
Currency: EUR
Underlying: Kellanova Co
Type: Warrant
Option type: Call
Strike price: 56.50 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 9.42:1
Exercise type: American
Quanto: No
Gearing: 10.85
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.44
Implied volatility: 0.16
Historic volatility: 0.18
Parity: 0.44
Time value: 0.11
Break-even: 57.20
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.85%
Delta: 0.86
Theta: -0.01
Omega: 9.28
Rho: 0.14
 

Quote data

Open: 0.480
High: 0.530
Low: 0.480
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.90%
1 Month  
+26.19%
3 Months  
+60.61%
YTD  
+35.90%
1 Year
  -53.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.510
1M High / 1M Low: 0.730 0.400
6M High / 6M Low: 0.730 0.210
High (YTD): 2024-05-14 0.730
Low (YTD): 2024-03-14 0.210
52W High: 2023-07-05 1.170
52W Low: 2024-03-14 0.210
Avg. price 1W:   0.600
Avg. volume 1W:   0.000
Avg. price 1M:   0.618
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   0.000
Avg. price 1Y:   0.537
Avg. volume 1Y:   191.569
Volatility 1M:   263.42%
Volatility 6M:   175.34%
Volatility 1Y:   146.97%
Volatility 3Y:   -