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Soc. Generale Call 900 REGN 21.06.../  DE000SQ4FXN5  /

Frankfurt Zert./SG
2024-06-13  6:19:06 PM Chg.-0.010 Bid9:59:52 PM Ask- Underlying Strike price Expiration date Option type
1.170EUR -0.85% -
Bid Size: -		 -
Ask Size: -		 Regeneron Pharmaceut... 900.00 - 2024-06-21 Call
 

Master data

WKN: SQ4FXN
Issuer: Société Générale
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 900.00 -
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.32
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.73
Implied volatility: 2.20
Historic volatility: 0.18
Parity: 0.73
Time value: 0.44
Break-even: 1,017.00
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.69
Theta: -11.50
Omega: 5.73
Rho: 0.05
 

Quote data

Open: 0.960
High: 1.170
Low: 0.900
Previous Close: 1.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.71%
1 Month  
+40.96%
3 Months  
+36.05%
YTD  
+82.81%
1 Year  
+101.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 1.020
1M High / 1M Low: 1.180 0.690
6M High / 6M Low: 1.210 0.350
High (YTD): 2024-02-27 1.210
Low (YTD): 2024-04-26 0.350
52W High: 2024-02-27 1.210
52W Low: 2023-07-07 0.260
Avg. price 1W:   1.123
Avg. volume 1W:   0.000
Avg. price 1M:   0.889
Avg. volume 1M:   0.000
Avg. price 6M:   0.825
Avg. volume 6M:   0.000
Avg. price 1Y:   0.661
Avg. volume 1Y:   0.000
Volatility 1M:   140.15%
Volatility 6M:   145.02%
Volatility 1Y:   145.17%
Volatility 3Y:   -