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Soc. Generale Call 800 REGN 21.06.../  DE000SQ4HBX6  /

Frankfurt Zert./SG
13/06/2024  19:03:36 Chg.-0.040 Bid21:58:23 Ask- Underlying Strike price Expiration date Option type
2.060EUR -1.90% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 800.00 - 21/06/2024 Call
 

Master data

WKN: SQ4HBX
Issuer: Société Générale
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 21/06/2024
Issue date: 16/11/2022
Last trading day: 14/06/2024
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  
+23.35%
3 Months  
+27.95%
YTD  
+73.11%
1 Year  
+114.58%
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): 12/06/2024 2.100
Low (YTD): 26/04/2024 0.960
52W High: 12/06/2024 2.100
52W Low: 07/07/2023 0.490
Avg. price 1W:   1.985
Avg. volume 1W:   0.000
Avg. price 1M:   1.754
Avg. volume 1M:   0.000
Avg. price 6M:   1.543
Avg. volume 6M:   0.000
Avg. price 1Y:   1.223
Avg. volume 1Y:   0.000
Volatility 1M:   80.52%
Volatility 6M:   92.98%
Volatility 1Y:   104.63%
Volatility 3Y:   -