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Soc. Generale Call 250 SHW 17.01..../  DE000SQ863S4  /

EUWAX
2024-06-07  8:57:00 AM Chg.-0.25 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
5.85EUR -4.10% -
Bid Size: -		 -
Ask Size: -		 Sherwin Williams 250.00 USD 2025-01-17 Call
 

Master data

WKN: SQ863S
Issuer: Société Générale
Currency: EUR
Underlying: Sherwin Williams
Type: Warrant
Option type: Call
Strike price: 250.00 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: 5.03
Leverage: Yes

Calculated values

Fair value: 4.57
Intrinsic value: 3.88
Implied volatility: 0.34
Historic volatility: 0.18
Parity: 3.88
Time value: 1.49
Break-even: 285.15
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 0.94%
Delta: 0.79
Theta: -0.06
Omega: 3.97
Rho: 0.98
 

Quote data

Open: 5.85
High: 5.85
Low: 5.85
Previous Close: 6.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.04%
1 Month
  -18.64%
3 Months
  -37.43%
YTD
  -26.04%
1 Year  
+34.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.10 5.68
1M High / 1M Low: 7.29 5.43
6M High / 6M Low: 9.57 5.43
High (YTD): 2024-03-28 9.57
Low (YTD): 2024-05-30 5.43
52W High: 2024-03-28 9.57
52W Low: 2023-10-24 2.98
Avg. price 1W:   5.92
Avg. volume 1W:   0.00
Avg. price 1M:   6.37
Avg. volume 1M:   0.00
Avg. price 6M:   7.35
Avg. volume 6M:   0.00
Avg. price 1Y:   6.09
Avg. volume 1Y:   0.00
Volatility 1M:   60.56%
Volatility 6M:   54.98%
Volatility 1Y:   66.69%
Volatility 3Y:   -