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Soc. Generale Call 140 AMAT 21.06.../  DE000SQ4FEC8  /

Frankfurt Zert./SG
2024-06-03  6:01:54 PM Chg.-0.220 Bid6:47:34 PM Ask- Underlying Strike price Expiration date Option type
6.630EUR -3.21% 6.500
Bid Size: 50,000		 -
Ask Size: -		 Applied Materials In... 140.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FEC
Issuer: Société Générale
Currency: EUR
Underlying: Applied Materials Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.84
Leverage: Yes

Calculated values

Fair value: 6.94
Intrinsic value: 6.92
Implied volatility: 1.06
Historic volatility: 0.30
Parity: 6.92
Time value: 0.07
Break-even: 198.90
Moneyness: 1.54
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.09
Omega: 2.76
Rho: 0.06
 

Quote data

Open: 6.910
High: 7.110
Low: 6.620
Previous Close: 6.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.36%
1 Month  
+9.41%
3 Months
  -1.78%
YTD  
+132.63%
1 Year  
+238.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.500 6.850
1M High / 1M Low: 7.530 6.060
6M High / 6M Low: 7.530 1.790
High (YTD): 2024-05-24 7.530
Low (YTD): 2024-01-10 1.870
52W High: 2024-05-24 7.530
52W Low: 2023-10-30 1.310
Avg. price 1W:   7.276
Avg. volume 1W:   0.000
Avg. price 1M:   6.871
Avg. volume 1M:   0.000
Avg. price 6M:   4.852
Avg. volume 6M:   2.315
Avg. price 1Y:   3.434
Avg. volume 1Y:   1.130
Volatility 1M:   72.06%
Volatility 6M:   127.44%
Volatility 1Y:   127.01%
Volatility 3Y:   -