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Soc. Generale Call 80 GXI 21.06.2.../  DE000SQ71S04  /

Frankfurt Zert./SG
5/16/2024  12:22:27 PM Chg.+0.150 Bid1:13:13 PM Ask1:13:13 PM Underlying Strike price Expiration date Option type
2.240EUR +7.18% 2.290
Bid Size: 4,000		 2.370
Ask Size: 4,000		 GERRESHEIMER AG 80.00 EUR 6/21/2024 Call
 

Master data

WKN: SQ71S0
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 6/21/2024
Issue date: 1/17/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.62
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 2.11
Implied volatility: 0.53
Historic volatility: 0.38
Parity: 2.11
Time value: 0.08
Break-even: 101.90
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.07
Spread %: 3.30%
Delta: 0.94
Theta: -0.04
Omega: 4.32
Rho: 0.07
 

Quote data

Open: 2.060
High: 2.240
Low: 2.060
Previous Close: 2.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+14.87%
3 Months  
+51.35%
YTD  
+8.74%
1 Year
  -25.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.090 1.900
1M High / 1M Low: 2.360 1.900
6M High / 6M Low: 3.230 1.320
High (YTD): 3/6/2024 3.230
Low (YTD): 1/17/2024 1.370
52W High: 9/1/2023 4.630
52W Low: 11/16/2023 1.320
Avg. price 1W:   1.996
Avg. volume 1W:   0.000
Avg. price 1M:   2.127
Avg. volume 1M:   0.000
Avg. price 6M:   2.061
Avg. volume 6M:   8.065
Avg. price 1Y:   2.669
Avg. volume 1Y:   3.906
Volatility 1M:   98.62%
Volatility 6M:   170.11%
Volatility 1Y:   143.20%
Volatility 3Y:   -