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Soc. Generale Call 220 SHW 17.01..../  DE000SQ863P0  /

EUWAX
2024-05-31  8:55:54 AM Chg.+0.36 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
7.75EUR +4.87% -
Bid Size: -		 -
Ask Size: -		 Sherwin Williams 220.00 USD 2025-01-17 Call
 

Master data

WKN: SQ863P
Issuer: Société Générale
Currency: EUR
Underlying: Sherwin Williams
Type: Warrant
Option type: Call
Strike price: 220.00 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: 3.24
Leverage: Yes

Calculated values

Fair value: 8.21
Intrinsic value: 7.72
Implied volatility: 0.38
Historic volatility: 0.18
Parity: 7.72
Time value: 0.91
Break-even: 289.09
Moneyness: 1.38
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.05
Omega: 2.93
Rho: 1.05
 

Quote data

Open: 7.75
High: 7.75
Low: 7.75
Previous Close: 7.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.15%
1 Month
  -6.96%
3 Months
  -27.23%
YTD
  -22.42%
1 Year  
+46.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.21 7.39
1M High / 1M Low: 9.43 7.39
6M High / 6M Low: 11.83 7.39
High (YTD): 2024-03-28 11.83
Low (YTD): 2024-05-30 7.39
52W High: 2024-03-28 11.83
52W Low: 2023-10-24 4.46
Avg. price 1W:   7.79
Avg. volume 1W:   0.00
Avg. price 1M:   8.53
Avg. volume 1M:   0.00
Avg. price 6M:   9.40
Avg. volume 6M:   0.00
Avg. price 1Y:   7.93
Avg. volume 1Y:   0.00
Volatility 1M:   53.64%
Volatility 6M:   46.38%
Volatility 1Y:   55.46%
Volatility 3Y:   -