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Soc. Generale Call 700 REGN 21.06.../  DE000SQ4FXL9  /

EUWAX
2024-06-13  8:55:10 AM Chg.- Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
2.79EUR - -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 700.00 - 2024-06-21 Call
 

Master data

WKN: SQ4FXL
Issuer: Société Générale
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 2.69
Intrinsic value: 2.68
Implied volatility: 2.95
Historic volatility: 0.18
Parity: 2.68
Time value: 0.34
Break-even: 1,002.00
Moneyness: 1.38
Premium: 0.03
Premium p.a.: 7.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -7.08
Omega: 2.73
Rho: 0.09
 

Quote data

Open: 2.79
High: 2.79
Low: 2.79
Previous Close: 2.69
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+8.98%
1 Month  
+13.41%
3 Months  
+19.74%
YTD  
+46.84%
1 Year  
+80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.79 2.58
1M High / 1M Low: 2.79 2.28
6M High / 6M Low: 2.79 1.60
High (YTD): 2024-06-13 2.79
Low (YTD): 2024-04-29 1.60
52W High: 2024-06-13 2.79
52W Low: 2023-07-07 0.90
Avg. price 1W:   2.66
Avg. volume 1W:   0.00
Avg. price 1M:   2.47
Avg. volume 1M:   0.00
Avg. price 6M:   2.25
Avg. volume 6M:   0.00
Avg. price 1Y:   1.87
Avg. volume 1Y:   0.00
Volatility 1M:   44.84%
Volatility 6M:   61.76%
Volatility 1Y:   78.88%
Volatility 3Y:   -