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Soc. Generale Call 40 CMCSA 21.06.../  DE000SQ4FFZ6  /

EUWAX
2024-05-23  8:48:49 AM Chg.-0.005 Bid4:25:26 PM Ask4:25:26 PM Underlying Strike price Expiration date Option type
0.049EUR -9.26% 0.046
Bid Size: 600,000		 0.056
Ask Size: 600,000		 Comcast Corporation 40.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FFZ
Issuer: Société Générale
Currency: EUR
Underlying: Comcast Corporation
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 60.89
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.10
Time value: 0.06
Break-even: 37.54
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 20.41%
Delta: 0.37
Theta: -0.02
Omega: 22.38
Rho: 0.01
 

Quote data

Open: 0.049
High: 0.049
Low: 0.049
Previous Close: 0.054
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.44%
1 Month
  -74.21%
3 Months
  -85.15%
YTD
  -90.75%
1 Year
  -90.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.054
1M High / 1M Low: 0.220 0.050
6M High / 6M Low: 0.720 0.050
High (YTD): 2024-01-31 0.720
Low (YTD): 2024-04-26 0.050
52W High: 2023-08-15 0.890
52W Low: 2024-04-26 0.050
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.353
Avg. volume 6M:   0.000
Avg. price 1Y:   0.480
Avg. volume 1Y:   0.000
Volatility 1M:   434.04%
Volatility 6M:   219.45%
Volatility 1Y:   170.98%
Volatility 3Y:   -