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Soc. Generale Call 260 SHW 20.09..../  DE000SQ80C68  /

Frankfurt Zert./SG
07/06/2024  21:45:48 Chg.-0.830 Bid21:59:45 Ask21:59:45 Underlying Strike price Expiration date Option type
3.830EUR -17.81% 3.790
Bid Size: 1,000		 3.840
Ask Size: 1,000		 Sherwin Williams 260.00 USD 20/09/2024 Call
 

Master data

WKN: SQ80C6
Issuer: Société Générale
Currency: EUR
Underlying: Sherwin Williams
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 20/09/2024
Issue date: 13/02/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.06
Leverage: Yes

Calculated values

Fair value: 3.32
Intrinsic value: 2.96
Implied volatility: 0.33
Historic volatility: 0.18
Parity: 2.96
Time value: 0.87
Break-even: 279.01
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 1.32%
Delta: 0.79
Theta: -0.08
Omega: 5.57
Rho: 0.50
 

Quote data

Open: 4.270
High: 4.330
Low: 3.720
Previous Close: 4.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.34%
1 Month
  -37.42%
3 Months
  -54.19%
YTD
  -40.99%
1 Year  
+20.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.990 3.830
1M High / 1M Low: 6.250 3.830
6M High / 6M Low: 8.660 3.830
High (YTD): 07/03/2024 8.660
Low (YTD): 07/06/2024 3.830
52W High: 07/03/2024 8.660
52W Low: 30/10/2023 2.010
Avg. price 1W:   4.568
Avg. volume 1W:   0.000
Avg. price 1M:   5.140
Avg. volume 1M:   0.000
Avg. price 6M:   6.141
Avg. volume 6M:   0.000
Avg. price 1Y:   4.867
Avg. volume 1Y:   0.000
Volatility 1M:   84.58%
Volatility 6M:   76.27%
Volatility 1Y:   85.64%
Volatility 3Y:   -