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Soc. Generale Call 100 GXI 21.06..../  DE000SQ71S20  /

EUWAX
2024-06-06  6:09:37 PM Chg.+0.160 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.940EUR +20.51% -
Bid Size: -		 -
Ask Size: -		 GERRESHEIMER AG 100.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ71S2
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.64
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.71
Implied volatility: 0.56
Historic volatility: 0.40
Parity: 0.71
Time value: 0.21
Break-even: 109.20
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.60
Spread abs.: 0.04
Spread %: 4.55%
Delta: 0.75
Theta: -0.14
Omega: 8.72
Rho: 0.03
 

Quote data

Open: 0.820
High: 0.940
Low: 0.820
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+80.77%
1 Month  
+44.62%
3 Months
  -42.68%
YTD  
+5.62%
1 Year
  -60.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.520
1M High / 1M Low: 0.860 0.150
6M High / 6M Low: 1.640 0.150
High (YTD): 2024-03-06 1.640
Low (YTD): 2024-05-22 0.150
52W High: 2023-09-01 3.090
52W Low: 2024-05-22 0.150
Avg. price 1W:   0.712
Avg. volume 1W:   0.000
Avg. price 1M:   0.544
Avg. volume 1M:   0.000
Avg. price 6M:   0.799
Avg. volume 6M:   0.000
Avg. price 1Y:   1.309
Avg. volume 1Y:   0.000
Volatility 1M:   1,420.80%
Volatility 6M:   641.04%
Volatility 1Y:   466.13%
Volatility 3Y:   -