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

EUWAX
2024-05-31  6:15:22 PM Chg.+0.30 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
2.98EUR +11.19% -
Bid Size: -		 -
Ask Size: -		 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: 2.64
High: 3.19
Low: 2.64
Previous Close: 2.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.93%
1 Month  
+1.71%
3 Months
  -23.98%
YTD  
+23.65%
1 Year  
+16.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.98 2.65
1M High / 1M Low: 4.09 2.62
6M High / 6M Low: 5.68 2.36
High (YTD): 2024-03-19 5.68
Low (YTD): 2024-01-02 2.50
52W High: 2024-03-19 5.68
52W Low: 2023-07-06 1.19
Avg. price 1W:   2.79
Avg. volume 1W:   0.00
Avg. price 1M:   3.05
Avg. volume 1M:   0.00
Avg. price 6M:   3.37
Avg. volume 6M:   0.00
Avg. price 1Y:   2.61
Avg. volume 1Y:   8.43
Volatility 1M:   139.89%
Volatility 6M:   119.08%
Volatility 1Y:   121.09%
Volatility 3Y:   -