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Soc. Generale Call 70 GXI 21.06.2.../  DE000SQ71SZ3  /

Frankfurt Zert./SG
2024-05-29  9:49:40 PM Chg.-0.190 Bid9:51:11 PM Ask9:51:11 PM Underlying Strike price Expiration date Option type
3.160EUR -5.67% 3.150
Bid Size: 1,000		 3.270
Ask Size: 1,000		 GERRESHEIMER AG 70.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ71SZ
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.01
Leverage: Yes

Calculated values

Fair value: 3.40
Intrinsic value: 3.38
Implied volatility: 1.01
Historic volatility: 0.40
Parity: 3.38
Time value: 0.07
Break-even: 104.50
Moneyness: 1.48
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.06
Spread %: 1.77%
Delta: 0.96
Theta: -0.06
Omega: 2.87
Rho: 0.04
 

Quote data

Open: 3.340
High: 3.370
Low: 3.140
Previous Close: 3.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.44%
1 Month  
+5.69%
3 Months
  -20.80%
YTD  
+12.46%
1 Year
  -20.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.640 2.250
1M High / 1M Low: 3.640 2.250
6M High / 6M Low: 4.120 2.050
High (YTD): 2024-03-06 4.120
Low (YTD): 2024-01-17 2.060
52W High: 2023-09-01 5.460
52W Low: 2023-11-16 1.940
Avg. price 1W:   3.230
Avg. volume 1W:   0.000
Avg. price 1M:   3.062
Avg. volume 1M:   0.000
Avg. price 6M:   2.929
Avg. volume 6M:   6.452
Avg. price 1Y:   3.415
Avg. volume 1Y:   3.125
Volatility 1M:   197.38%
Volatility 6M:   144.63%
Volatility 1Y:   122.23%
Volatility 3Y:   -