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Soc. Generale Call 90 MS 21.06.20.../  DE000SQ4FQ04  /

EUWAX
2024-06-13  8:55:00 AM Chg.- Bid11:05:09 AM Ask11:05:09 AM Underlying Strike price Expiration date Option type
0.450EUR - -
Bid Size: -		 -
Ask Size: -		 Morgan Stanley 90.00 - 2024-06-21 Call
 

Master data

WKN: SQ4FQ0
Issuer: Société Générale
Currency: EUR
Underlying: Morgan Stanley
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.73
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.49
Implied volatility: 0.27
Historic volatility: 0.22
Parity: 0.49
Time value: 0.01
Break-even: 88.82
Moneyness: 1.06
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.04
Omega: 16.64
Rho: 0.02
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.470
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -45.78%
3 Months  
+15.38%
YTD
  -42.31%
1 Year
  -47.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.450
1M High / 1M Low: 1.020 0.450
6M High / 6M Low: 1.020 0.230
High (YTD): 2024-05-22 1.020
Low (YTD): 2024-04-16 0.230
52W High: 2023-07-25 1.090
52W Low: 2023-11-01 0.100
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.745
Avg. volume 1M:   0.000
Avg. price 6M:   0.500
Avg. volume 6M:   0.000
Avg. price 1Y:   0.496
Avg. volume 1Y:   0.000
Volatility 1M:   117.47%
Volatility 6M:   221.88%
Volatility 1Y:   225.44%
Volatility 3Y:   -