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Soc. Generale Call 240 SHW 20.09..../  DE000SQ80C50  /

Frankfurt Zert./SG
2024-06-07  9:49:52 PM Chg.-0.870 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
5.390EUR -13.90% 5.340
Bid Size: 1,000		 5.420
Ask Size: 1,000		 Sherwin Williams 240.00 USD 2024-09-20 Call
 

Master data

WKN: SQ80C5
Issuer: Société Générale
Currency: EUR
Underlying: Sherwin Williams
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.00
Leverage: Yes

Calculated values

Fair value: 5.06
Intrinsic value: 4.81
Implied volatility: 0.37
Historic volatility: 0.18
Parity: 4.81
Time value: 0.60
Break-even: 276.29
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.08
Spread %: 1.50%
Delta: 0.87
Theta: -0.07
Omega: 4.36
Rho: 0.52
 

Quote data

Open: 5.590
High: 5.740
Low: 5.190
Previous Close: 6.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.90%
1 Month
  -31.86%
3 Months
  -46.15%
YTD
  -31.86%
1 Year  
+35.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.600 5.390
1M High / 1M Low: 7.910 5.390
6M High / 6M Low: 10.290 5.390
High (YTD): 2024-03-07 10.290
Low (YTD): 2024-06-07 5.390
52W High: 2024-03-07 10.290
52W Low: 2023-10-30 2.860
Avg. price 1W:   6.160
Avg. volume 1W:   0.000
Avg. price 1M:   6.702
Avg. volume 1M:   0.000
Avg. price 6M:   7.684
Avg. volume 6M:   0.000
Avg. price 1Y:   6.186
Avg. volume 1Y:   0.000
Volatility 1M:   69.88%
Volatility 6M:   65.01%
Volatility 1Y:   73.28%
Volatility 3Y:   -