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Soc. Generale Call 45 C 21.06.202.../  DE000SQ4FFQ5  /

Frankfurt Zert./SG
2024-06-05  9:46:44 PM Chg.+0.060 Bid9:58:51 PM Ask- Underlying Strike price Expiration date Option type
1.550EUR +4.03% 1.550
Bid Size: 6,000		 -
Ask Size: -		 Citigroup Inc 45.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FFQ
Issuer: Société Générale
Currency: EUR
Underlying: Citigroup Inc
Type: Warrant
Option type: Call
Strike price: 45.00 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: 3.76
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.47
Implied volatility: 0.79
Historic volatility: 0.19
Parity: 1.47
Time value: 0.02
Break-even: 56.25
Moneyness: 1.36
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.02
Omega: 3.66
Rho: 0.02
 

Quote data

Open: 1.460
High: 1.550
Low: 1.460
Previous Close: 1.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.90%
1 Month
  -7.74%
3 Months  
+33.62%
YTD  
+115.28%
1 Year  
+131.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.490
1M High / 1M Low: 1.820 1.490
6M High / 6M Low: 1.820 0.510
High (YTD): 2024-05-21 1.820
Low (YTD): 2024-01-18 0.680
52W High: 2024-05-21 1.820
52W Low: 2023-10-27 0.130
Avg. price 1W:   1.552
Avg. volume 1W:   0.000
Avg. price 1M:   1.683
Avg. volume 1M:   0.000
Avg. price 6M:   1.192
Avg. volume 6M:   0.000
Avg. price 1Y:   0.778
Avg. volume 1Y:   0.000
Volatility 1M:   52.85%
Volatility 6M:   98.21%
Volatility 1Y:   118.48%
Volatility 3Y:   -