OverviewChartNewsTraderScreen

Soc. Generale Call 197.88 HNR1 21.../  DE000SQ71S38  /

Frankfurt Zert./SG
2024-06-03  9:29:49 AM Chg.+0.530 Bid9:46:05 AM Ask9:46:05 AM Underlying Strike price Expiration date Option type
3.600EUR +17.26% 3.590
Bid Size: 4,000		 3.640
Ask Size: 4,000		 HANNOVER RUECK SE NA... 197.88 EUR 2024-06-21 Call
 

Master data

WKN: SQ71S3
Issuer: Société Générale
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 197.88 EUR
Maturity: 2024-06-21
Issue date: 2023-01-17
Last trading day: 2024-06-20
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 7.10
Leverage: Yes

Calculated values

Fair value: 3.11
Intrinsic value: 3.07
Implied volatility: 0.51
Historic volatility: 0.19
Parity: 3.07
Time value: 0.18
Break-even: 230.03
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 1.56%
Delta: 0.90
Theta: -0.14
Omega: 6.37
Rho: 0.09
 

Quote data

Open: 3.230
High: 3.600
Low: 3.230
Previous Close: 3.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.57%
1 Month  
+18.81%
3 Months
  -7.69%
YTD  
+48.15%
1 Year  
+41.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.070 2.510
1M High / 1M Low: 4.060 2.510
6M High / 6M Low: 5.740 2.360
High (YTD): 2024-03-19 5.740
Low (YTD): 2024-01-02 2.470
52W High: 2024-03-19 5.740
52W Low: 2023-07-06 1.190
Avg. price 1W:   2.770
Avg. volume 1W:   0.000
Avg. price 1M:   3.072
Avg. volume 1M:   0.000
Avg. price 6M:   3.382
Avg. volume 6M:   16.129
Avg. price 1Y:   2.612
Avg. volume 1Y:   15.748
Volatility 1M:   137.61%
Volatility 6M:   119.56%
Volatility 1Y:   122.50%
Volatility 3Y:   -