OverviewChartNewsTraderScreen

Soc. Generale Call 4.5 BSD2 21.06.../  DE000SQ66KP1  /

Frankfurt Zert./SG
2024-05-22  9:48:53 AM Chg.-0.010 Bid10:05:04 AM Ask10:05:04 AM Underlying Strike price Expiration date Option type
0.390EUR -2.50% 0.390
Bid Size: 45,000		 0.400
Ask Size: 45,000		 BCO SANTANDER N.EO0,... 4.50 EUR 2024-06-21 Call
 

Master data

WKN: SQ66KP
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 2024-06-21
Issue date: 2023-01-10
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.53
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.34
Implied volatility: 0.36
Historic volatility: 0.23
Parity: 0.34
Time value: 0.08
Break-even: 4.92
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.79
Theta: 0.00
Omega: 9.06
Rho: 0.00
 

Quote data

Open: 0.410
High: 0.410
Low: 0.390
Previous Close: 0.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.63%
1 Month  
+69.57%
3 Months  
+1400.00%
YTD  
+609.09%
1 Year  
+539.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.360
1M High / 1M Low: 0.430 0.210
6M High / 6M Low: 0.430 0.020
High (YTD): 2024-05-17 0.430
Low (YTD): 2024-01-29 0.020
52W High: 2024-05-17 0.430
52W Low: 2024-01-29 0.020
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.331
Avg. volume 1M:   4,761.905
Avg. price 6M:   0.119
Avg. volume 6M:   806.452
Avg. price 1Y:   0.094
Avg. volume 1Y:   390.625
Volatility 1M:   267.29%
Volatility 6M:   242.08%
Volatility 1Y:   211.14%
Volatility 3Y:   -