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Soc. Generale Call 40 C 21.06.202.../  DE000SQ44LZ5  /

Frankfurt Zert./SG
06/06/2024  09:55:24 Chg.-0.030 Bid06/06/2024 Ask- Underlying Strike price Expiration date Option type
1.970EUR -1.50% 1.970
Bid Size: 6,000		 -
Ask Size: -		 Citigroup Inc 40.00 USD 21/06/2024 Call
 

Master data

WKN: SQ44LZ
Issuer: Société Générale
Currency: EUR
Underlying: Citigroup Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 21/06/2024
Issue date: 06/12/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.83
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 2.00
Implied volatility: 0.90
Historic volatility: 0.19
Parity: 2.00
Time value: 0.01
Break-even: 56.89
Moneyness: 1.54
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.01
Omega: 2.81
Rho: 0.01
 

Quote data

Open: 1.970
High: 1.970
Low: 1.970
Previous Close: 2.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.90%
1 Month
  -7.94%
3 Months  
+23.13%
YTD  
+80.73%
1 Year  
+103.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.050 1.950
1M High / 1M Low: 2.280 1.950
6M High / 6M Low: 2.280 0.860
High (YTD): 21/05/2024 2.280
Low (YTD): 18/01/2024 1.070
52W High: 21/05/2024 2.280
52W Low: 27/10/2023 0.280
Avg. price 1W:   2.008
Avg. volume 1W:   0.000
Avg. price 1M:   2.140
Avg. volume 1M:   0.000
Avg. price 6M:   1.620
Avg. volume 6M:   0.000
Avg. price 1Y:   1.117
Avg. volume 1Y:   0.000
Volatility 1M:   42.29%
Volatility 6M:   73.29%
Volatility 1Y:   90.69%
Volatility 3Y:   -