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Soc. Generale Call 210 SHW 17.01..../  DE000SQ863N5  /

EUWAX
2024-06-07  8:57:01 AM Chg.-0.32 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
8.55EUR -3.61% -
Bid Size: -		 -
Ask Size: -		 Sherwin Williams 210.00 USD 2025-01-17 Call
 

Master data

WKN: SQ863N
Issuer: Société Générale
Currency: EUR
Underlying: Sherwin Williams
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.23
Leverage: Yes

Calculated values

Fair value: 8.03
Intrinsic value: 7.59
Implied volatility: 0.37
Historic volatility: 0.18
Parity: 7.59
Time value: 0.77
Break-even: 278.02
Moneyness: 1.39
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.04
Omega: 2.96
Rho: 1.00
 

Quote data

Open: 8.55
High: 8.55
Low: 8.55
Previous Close: 8.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.71%
1 Month
  -15.01%
3 Months
  -30.15%
YTD
  -20.17%
1 Year  
+32.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.87 8.35
1M High / 1M Low: 10.23 8.11
6M High / 6M Low: 12.66 8.11
High (YTD): 2024-03-28 12.66
Low (YTD): 2024-05-30 8.11
52W High: 2024-03-28 12.66
52W Low: 2023-10-24 5.03
Avg. price 1W:   8.64
Avg. volume 1W:   0.00
Avg. price 1M:   9.15
Avg. volume 1M:   0.00
Avg. price 6M:   10.14
Avg. volume 6M:   0.00
Avg. price 1Y:   8.66
Avg. volume 1Y:   0.00
Volatility 1M:   48.93%
Volatility 6M:   44.91%
Volatility 1Y:   52.15%
Volatility 3Y:   -