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Soc. Generale Call 90 6MK 21.06.2.../  DE000SQ3S8U0  /

Frankfurt Zert./SG
2024-05-27  12:20:16 PM Chg.-0.030 Bid12:32:59 PM Ask- Underlying Strike price Expiration date Option type
3.630EUR -0.82% 3.630
Bid Size: 6,000		 -
Ask Size: -		 MERCK CO. D... 90.00 - 2024-06-21 Call
 

Master data

WKN: SQ3S8U
Issuer: Société Générale
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.26
Leverage: Yes

Calculated values

Fair value: 2.96
Intrinsic value: 2.94
Implied volatility: 1.68
Historic volatility: 0.16
Parity: 2.94
Time value: 0.72
Break-even: 126.60
Moneyness: 1.33
Premium: 0.06
Premium p.a.: 1.36
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -0.29
Omega: 2.63
Rho: 0.04
 

Quote data

Open: 3.570
High: 3.630
Low: 3.560
Previous Close: 3.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.47%
1 Month
  -6.92%
3 Months
  -0.82%
YTD  
+87.11%
1 Year  
+43.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.830 3.660
1M High / 1M Low: 3.850 3.570
6M High / 6M Low: 3.900 1.310
High (YTD): 2024-04-26 3.900
Low (YTD): 2024-01-02 2.310
52W High: 2024-04-26 3.900
52W Low: 2023-11-28 1.310
Avg. price 1W:   3.772
Avg. volume 1W:   0.000
Avg. price 1M:   3.730
Avg. volume 1M:   0.000
Avg. price 6M:   3.037
Avg. volume 6M:   0.000
Avg. price 1Y:   2.538
Avg. volume 1Y:   0.000
Volatility 1M:   42.95%
Volatility 6M:   63.89%
Volatility 1Y:   65.68%
Volatility 3Y:   -