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Soc. Generale Call 240 SHW 17.01..../  DE000SQ863R6  /

Frankfurt Zert./SG
2024-06-07  9:50:38 PM Chg.-0.770 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
6.120EUR -11.18% 6.040
Bid Size: 1,000		 6.090
Ask Size: 1,000		 Sherwin Williams 240.00 USD 2025-01-17 Call
 

Master data

WKN: SQ863R
Issuer: Société Générale
Currency: EUR
Underlying: Sherwin Williams
Type: Warrant
Option type: Call
Strike price: 240.00 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: 4.44
Leverage: Yes

Calculated values

Fair value: 5.39
Intrinsic value: 4.81
Implied volatility: 0.35
Historic volatility: 0.18
Parity: 4.81
Time value: 1.28
Break-even: 283.09
Moneyness: 1.22
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 0.83%
Delta: 0.83
Theta: -0.06
Omega: 3.67
Rho: 0.99
 

Quote data

Open: 6.450
High: 6.550
Low: 5.530
Previous Close: 6.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.92%
1 Month
  -28.17%
3 Months
  -42.26%
YTD
  -28.25%
1 Year  
+31.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.240 6.120
1M High / 1M Low: 8.540 6.120
6M High / 6M Low: 10.810 6.120
High (YTD): 2024-03-07 10.810
Low (YTD): 2024-06-07 6.120
52W High: 2024-03-07 10.810
52W Low: 2023-10-30 3.480
Avg. price 1W:   6.820
Avg. volume 1W:   0.000
Avg. price 1M:   7.353
Avg. volume 1M:   0.000
Avg. price 6M:   8.313
Avg. volume 6M:   6.653
Avg. price 1Y:   6.798
Avg. volume 1Y:   7.765
Volatility 1M:   55.08%
Volatility 6M:   55.15%
Volatility 1Y:   63.69%
Volatility 3Y:   -