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Soc. Generale Call 95 MCHP 20.09..../  DE000SQ4FME7  /

EUWAX
2024-06-07  8:55:31 AM Chg.-0.050 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.570EUR -8.06% -
Bid Size: -		 -
Ask Size: -		 Microchip Technology... 95.00 USD 2024-09-20 Call
 

Master data

WKN: SQ4FME
Issuer: Société Générale
Currency: EUR
Underlying: Microchip Technology Inc
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-09-20
Issue date: 2022-11-16
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.33
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.29
Parity: -0.20
Time value: 0.60
Break-even: 93.95
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.51
Theta: -0.04
Omega: 7.33
Rho: 0.11
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.83%
1 Month
  -1.72%
3 Months
  -38.04%
YTD
  -37.36%
1 Year
  -33.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.570
1M High / 1M Low: 0.990 0.550
6M High / 6M Low: 1.040 0.350
High (YTD): 2024-05-23 0.990
Low (YTD): 2024-04-22 0.350
52W High: 2023-07-31 1.470
52W Low: 2024-04-22 0.350
Avg. price 1W:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.695
Avg. volume 1M:   0.000
Avg. price 6M:   0.630
Avg. volume 6M:   0.000
Avg. price 1Y:   0.724
Avg. volume 1Y:   0.000
Volatility 1M:   196.56%
Volatility 6M:   203.14%
Volatility 1Y:   175.10%
Volatility 3Y:   -