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Soc. Generale Call 200 AXP 21.06..../  DE000SQ4FB43  /

EUWAX
2024-05-29  8:53:55 AM Chg.+0.06 Bid11:50:16 AM Ask11:50:16 AM Underlying Strike price Expiration date Option type
3.38EUR +1.81% 3.17
Bid Size: 2,000		 -
Ask Size: -		 American Express Com... 200.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FB4
Issuer: Société Générale
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 200.00 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: 6.23
Leverage: Yes

Calculated values

Fair value: 3.48
Intrinsic value: 3.43
Implied volatility: 0.40
Historic volatility: 0.19
Parity: 3.43
Time value: 0.08
Break-even: 219.41
Moneyness: 1.19
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.06
Omega: 6.00
Rho: 0.11
 

Quote data

Open: 3.38
High: 3.38
Low: 3.38
Previous Close: 3.32
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.78%
1 Month
  -2.59%
3 Months  
+46.32%
YTD  
+297.65%
1 Year  
+463.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.92 3.25
1M High / 1M Low: 3.93 2.95
6M High / 6M Low: 3.93 0.29
High (YTD): 2024-05-13 3.93
Low (YTD): 2024-01-18 0.51
52W High: 2024-05-13 3.93
52W Low: 2023-10-30 0.12
Avg. price 1W:   3.54
Avg. volume 1W:   0.00
Avg. price 1M:   3.54
Avg. volume 1M:   0.00
Avg. price 6M:   1.98
Avg. volume 6M:   0.00
Avg. price 1Y:   1.23
Avg. volume 1Y:   0.00
Volatility 1M:   105.46%
Volatility 6M:   178.70%
Volatility 1Y:   161.28%
Volatility 3Y:   -