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Soc. Generale Call 220 SHW 20.09..../  DE000SQ80C43  /

Frankfurt Zert./SG
2024-06-07  9:44:25 PM Chg.-0.860 Bid9:59:49 PM Ask- Underlying Strike price Expiration date Option type
7.100EUR -10.80% 7.010
Bid Size: 1,000		 -
Ask Size: -		 Sherwin Williams 220.00 - 2024-09-20 Call
 

Master data

WKN: SQ80C4
Issuer: Société Générale
Currency: EUR
Underlying: Sherwin Williams
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.86
Leverage: Yes

Calculated values

Fair value: 5.27
Intrinsic value: 5.03
Implied volatility: 0.74
Historic volatility: 0.18
Parity: 5.03
Time value: 1.97
Break-even: 290.00
Moneyness: 1.23
Premium: 0.07
Premium p.a.: 0.28
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -0.17
Omega: 2.98
Rho: 0.40
 

Quote data

Open: 7.230
High: 7.420
Low: 6.690
Previous Close: 7.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.14%
1 Month
  -25.34%
3 Months
  -39.16%
YTD
  -24.71%
1 Year  
+36.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.340 7.100
1M High / 1M Low: 9.660 7.100
6M High / 6M Low: 11.960 7.100
High (YTD): 2024-03-07 11.960
Low (YTD): 2024-06-07 7.100
52W High: 2024-03-07 11.960
52W Low: 2023-10-30 3.920
Avg. price 1W:   7.872
Avg. volume 1W:   0.000
Avg. price 1M:   8.469
Avg. volume 1M:   0.000
Avg. price 6M:   9.300
Avg. volume 6M:   0.000
Avg. price 1Y:   7.608
Avg. volume 1Y:   0.000
Volatility 1M:   56.12%
Volatility 6M:   55.53%
Volatility 1Y:   62.73%
Volatility 3Y:   -