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Soc. Generale Call 220 AXP 21.06..../  DE000SQ8JPS3  /

EUWAX
2024-06-04  8:38:25 AM Chg.-0.36 Bid1:25:34 PM Ask1:25:34 PM Underlying Strike price Expiration date Option type
1.58EUR -18.56% 1.50
Bid Size: 2,000		 1.62
Ask Size: 2,000		 American Express Com... 220.00 USD 2024-06-21 Call
 

Master data

WKN: SQ8JPS
Issuer: Société Générale
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-06-21
Issue date: 2023-02-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.55
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.55
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 1.55
Time value: 0.18
Break-even: 219.00
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 1.17%
Delta: 0.84
Theta: -0.14
Omega: 10.56
Rho: 0.08
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.94
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.47%
1 Month  
+1.94%
3 Months  
+23.44%
YTD  
+295.00%
1 Year  
+154.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.94 1.43
1M High / 1M Low: 2.21 1.43
6M High / 6M Low: 2.21 0.14
High (YTD): 2024-05-13 2.21
Low (YTD): 2024-01-16 0.22
52W High: 2024-05-13 2.21
52W Low: 2023-11-13 0.08
Avg. price 1W:   1.68
Avg. volume 1W:   0.00
Avg. price 1M:   1.86
Avg. volume 1M:   0.00
Avg. price 6M:   1.07
Avg. volume 6M:   0.00
Avg. price 1Y:   0.67
Avg. volume 1Y:   0.00
Volatility 1M:   168.16%
Volatility 6M:   225.46%
Volatility 1Y:   189.61%
Volatility 3Y:   -