Soc. Generale Call 800 REGN 21.06.2024
/ DE000SQ4HBX6
Soc. Generale Call 800 REGN 21.06.../ DE000SQ4HBX6 /
| 2024-06-13 7:03:36 PM |
Chg.-0.040 |
Bid9:58:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
-1.90% |
-
Bid Size: - |
-
Ask Size: - |
Regeneron Pharmaceut... |
800.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SQ4HBX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Regeneron Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-16 |
| Last trading day: |
2024-06-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
2.30 |
| Historic volatility: |
0.18 |
| Parity: |
1.68 |
| Time value: |
0.41 |
| Break-even: |
1,009.00 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
11.26 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
-6.98 |
| Omega: |
3.65 |
| Rho: |
0.09 |
Quote data
| Open: |
1.860 |
| High: |
2.130 |
| Low: |
1.810 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.99% |
| 1 Month |
|
|
+30.38% |
| 3 Months |
|
|
+27.95% |
| YTD |
|
|
+73.11% |
| 1 Year |
|
|
+112.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.100 |
1.850 |
| 1M High / 1M Low: |
2.100 |
1.540 |
| 6M High / 6M Low: |
2.100 |
0.950 |
| High (YTD): |
2024-06-12 |
2.100 |
| Low (YTD): |
2024-04-26 |
0.960 |
| 52W High: |
2024-06-12 |
2.100 |
| 52W Low: |
2023-07-07 |
0.490 |
| Avg. price 1W: |
|
1.985 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.758 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.547 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.224 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
78.98% |
| Volatility 6M: |
|
92.50% |
| Volatility 1Y: |
|
104.83% |
| Volatility 3Y: |
|
- |
