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Soc. Generale Call 35 RNL 21.06.2.../  DE000SQ6VJ27  /

EUWAX
2024-05-31  10:12:54 AM Chg.+0.02 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.83EUR +1.10% -
Bid Size: -		 -
Ask Size: -		 RENAULT INH. EO... 35.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ6VJ2
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 2024-06-21
Issue date: 2022-12-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.82
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 1.86
Implied volatility: 1.21
Historic volatility: 0.29
Parity: 1.86
Time value: 0.04
Break-even: 54.00
Moneyness: 1.53
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.53%
Delta: 0.95
Theta: -0.04
Omega: 2.68
Rho: 0.02
 

Quote data

Open: 1.83
High: 1.83
Low: 1.83
Previous Close: 1.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.61%
1 Month  
+63.39%
3 Months  
+258.82%
YTD  
+281.25%
1 Year  
+273.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.83 1.49
1M High / 1M Low: 1.83 1.12
6M High / 6M Low: 1.83 0.24
High (YTD): 2024-05-31 1.83
Low (YTD): 2024-01-17 0.24
52W High: 2024-05-31 1.83
52W Low: 2024-01-17 0.24
Avg. price 1W:   1.69
Avg. volume 1W:   0.00
Avg. price 1M:   1.42
Avg. volume 1M:   0.00
Avg. price 6M:   0.83
Avg. volume 6M:   0.00
Avg. price 1Y:   0.71
Avg. volume 1Y:   0.00
Volatility 1M:   102.19%
Volatility 6M:   145.05%
Volatility 1Y:   132.11%
Volatility 3Y:   -