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Soc. Generale Call 140 FI 20.09.2.../  DE000SQ8YKL8  /

Frankfurt Zert./SG
2024-05-23  8:17:17 PM Chg.-0.170 Bid9:26:38 PM Ask9:26:38 PM Underlying Strike price Expiration date Option type
1.440EUR -10.56% 1.450
Bid Size: 40,000		 1.460
Ask Size: 40,000		 Fiserv 140.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8YKL
Issuer: Société Générale
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.54
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 1.16
Implied volatility: 0.27
Historic volatility: 0.15
Parity: 1.16
Time value: 0.49
Break-even: 145.83
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.61%
Delta: 0.76
Theta: -0.04
Omega: 6.51
Rho: 0.30
 

Quote data

Open: 1.530
High: 1.640
Low: 1.440
Previous Close: 1.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.79%
1 Month
  -29.06%
3 Months
  -20.44%
YTD  
+80.00%
1 Year  
+69.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.690 1.530
1M High / 1M Low: 2.080 1.480
6M High / 6M Low: 2.310 0.510
High (YTD): 2024-04-02 2.310
Low (YTD): 2024-01-03 0.750
52W High: 2024-04-02 2.310
52W Low: 2023-11-01 0.320
Avg. price 1W:   1.622
Avg. volume 1W:   0.000
Avg. price 1M:   1.737
Avg. volume 1M:   0.000
Avg. price 6M:   1.423
Avg. volume 6M:   0.000
Avg. price 1Y:   1.064
Avg. volume 1Y:   0.000
Volatility 1M:   123.23%
Volatility 6M:   107.27%
Volatility 1Y:   109.93%
Volatility 3Y:   -