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Soc. Generale Call 3.5 BSD2 21.06.../  DE000SQ3Z3U2  /

Frankfurt Zert./SG
2024-06-06  1:09:08 PM Chg.+0.030 Bid1:56:52 PM Ask1:56:52 PM Underlying Strike price Expiration date Option type
1.210EUR +2.54% 1.210
Bid Size: 35,000		 1.220
Ask Size: 35,000		 BCO SANTANDER N.EO0,... 3.50 EUR 2024-06-21 Call
 

Master data

WKN: SQ3Z3U
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.50 EUR
Maturity: 2024-06-21
Issue date: 2022-11-08
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.87
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.18
Implied volatility: 0.98
Historic volatility: 0.23
Parity: 1.18
Time value: 0.03
Break-even: 4.71
Moneyness: 1.34
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.83%
Delta: 0.94
Theta: 0.00
Omega: 3.64
Rho: 0.00
 

Quote data

Open: 1.170
High: 1.210
Low: 1.170
Previous Close: 1.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.72%
1 Month  
+10.00%
3 Months  
+152.08%
YTD  
+152.08%
1 Year  
+332.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 1.180
1M High / 1M Low: 1.380 1.100
6M High / 6M Low: 1.380 0.290
High (YTD): 2024-05-17 1.380
Low (YTD): 2024-01-29 0.290
52W High: 2024-05-17 1.380
52W Low: 2023-06-23 0.200
Avg. price 1W:   1.274
Avg. volume 1W:   0.000
Avg. price 1M:   1.267
Avg. volume 1M:   0.000
Avg. price 6M:   0.748
Avg. volume 6M:   0.000
Avg. price 1Y:   0.559
Avg. volume 1Y:   0.000
Volatility 1M:   73.27%
Volatility 6M:   114.60%
Volatility 1Y:   120.51%
Volatility 3Y:   -