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Soc. Generale Call 230 SHW 17.01..../  DE000SQ863Q8  /

EUWAX
2024-06-07  8:57:01 AM Chg.-0.29 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
7.10EUR -3.92% -
Bid Size: -		 -
Ask Size: -		 Sherwin Williams 230.00 USD 2025-01-17 Call
 

Master data

WKN: SQ863Q
Issuer: Société Générale
Currency: EUR
Underlying: Sherwin Williams
Type: Warrant
Option type: Call
Strike price: 230.00 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: 3.95
Leverage: Yes

Calculated values

Fair value: 6.25
Intrinsic value: 5.74
Implied volatility: 0.36
Historic volatility: 0.18
Parity: 5.74
Time value: 1.11
Break-even: 281.43
Moneyness: 1.27
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.07
Spread %: 1.03%
Delta: 0.86
Theta: -0.06
Omega: 3.38
Rho: 1.00
 

Quote data

Open: 7.10
High: 7.10
Low: 7.10
Previous Close: 7.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.57%
1 Month
  -16.96%
3 Months
  -33.71%
YTD
  -23.33%
1 Year  
+34.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.39 6.93
1M High / 1M Low: 8.68 6.72
6M High / 6M Low: 11.03 6.72
High (YTD): 2024-03-28 11.03
Low (YTD): 2024-05-30 6.72
52W High: 2024-03-28 11.03
52W Low: 2023-10-24 3.91
Avg. price 1W:   7.19
Avg. volume 1W:   0.00
Avg. price 1M:   7.68
Avg. volume 1M:   0.00
Avg. price 6M:   8.68
Avg. volume 6M:   .16
Avg. price 1Y:   7.30
Avg. volume 1Y:   .94
Volatility 1M:   52.96%
Volatility 6M:   48.64%
Volatility 1Y:   58.53%
Volatility 3Y:   -