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

Frankfurt Zert./SG
6/5/2024  4:17:58 PM Chg.+0.020 Bid4:34:01 PM Ask4:34:01 PM Underlying Strike price Expiration date Option type
3.690EUR +0.54% 3.700
Bid Size: 3,000		 3.800
Ask Size: 3,000		 GERRESHEIMER AG 70.00 EUR 6/21/2024 Call
 

Master data

WKN: SQ71SZ
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 6/21/2024
Issue date: 1/17/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.82
Leverage: Yes

Calculated values

Fair value: 3.68
Intrinsic value: 3.67
Implied volatility: 1.49
Historic volatility: 0.40
Parity: 3.67
Time value: 0.12
Break-even: 107.90
Moneyness: 1.52
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.10
Spread %: 2.71%
Delta: 0.93
Theta: -0.14
Omega: 2.63
Rho: 0.03
 

Quote data

Open: 3.680
High: 3.910
Low: 3.680
Previous Close: 3.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.77%
1 Month  
+14.95%
3 Months
  -6.35%
YTD  
+31.32%
1 Year
  -14.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.690 3.160
1M High / 1M Low: 3.690 2.250
6M High / 6M Low: 4.120 2.050
High (YTD): 3/6/2024 4.120
Low (YTD): 1/17/2024 2.060
52W High: 9/1/2023 5.460
52W Low: 11/16/2023 1.940
Avg. price 1W:   3.426
Avg. volume 1W:   0.000
Avg. price 1M:   3.136
Avg. volume 1M:   0.000
Avg. price 6M:   2.970
Avg. volume 6M:   6.400
Avg. price 1Y:   3.403
Avg. volume 1Y:   3.125
Volatility 1M:   200.63%
Volatility 6M:   143.73%
Volatility 1Y:   122.65%
Volatility 3Y:   -