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Soc. Generale Call 200 AXP 21.06..../  DE000SQ4FB43  /

EUWAX
2024-05-17  8:54:20 AM Chg.- Bid8:40:21 AM Ask8:40:16 AM Underlying Strike price Expiration date Option type
3.78EUR - 3.92
Bid Size: 2,000		 -
Ask Size: -		 American Express Com... 200.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FB4
Issuer: Société Générale
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 200.00 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: 5.52
Leverage: Yes

Calculated values

Fair value: 4.01
Intrinsic value: 3.94
Implied volatility: 0.38
Historic volatility: 0.20
Parity: 3.94
Time value: 0.11
Break-even: 224.51
Moneyness: 1.21
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.05
Omega: 5.29
Rho: 0.16
 

Quote data

Open: 3.78
High: 3.78
Low: 3.78
Previous Close: 3.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.82%
1 Month  
+83.50%
3 Months  
+100.00%
YTD  
+344.71%
1 Year  
+641.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.93 3.60
1M High / 1M Low: 3.93 2.95
6M High / 6M Low: 3.93 0.21
High (YTD): 2024-05-13 3.93
Low (YTD): 2024-01-18 0.51
52W High: 2024-05-13 3.93
52W Low: 2023-10-30 0.12
Avg. price 1W:   3.80
Avg. volume 1W:   0.00
Avg. price 1M:   3.49
Avg. volume 1M:   0.00
Avg. price 6M:   1.79
Avg. volume 6M:   0.00
Avg. price 1Y:   1.15
Avg. volume 1Y:   0.00
Volatility 1M:   115.47%
Volatility 6M:   179.46%
Volatility 1Y:   164.61%
Volatility 3Y:   -