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Soc. Generale Call 40 RNL 21.06.2.../  DE000SQ6VJ35  /

Frankfurt Zert./SG
2024-05-23  12:16:51 PM Chg.-0.010 Bid12:20:13 PM Ask12:20:13 PM Underlying Strike price Expiration date Option type
0.800EUR -1.23% 0.810
Bid Size: 45,000		 0.820
Ask Size: 45,000		 RENAULT INH. EO... 40.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ6VJ3
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-06-21
Issue date: 2022-12-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.80
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.81
Implied volatility: 0.37
Historic volatility: 0.29
Parity: 0.81
Time value: 0.02
Break-even: 48.30
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.22%
Delta: 0.97
Theta: -0.01
Omega: 5.60
Rho: 0.03
 

Quote data

Open: 0.800
High: 0.830
Low: 0.800
Previous Close: 0.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+6.67%
3 Months  
+321.05%
YTD  
+247.83%
1 Year  
+142.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.810
1M High / 1M Low: 1.000 0.660
6M High / 6M Low: 1.070 0.090
High (YTD): 2024-04-09 1.070
Low (YTD): 2024-01-17 0.090
52W High: 2024-04-09 1.070
52W Low: 2024-01-17 0.090
Avg. price 1W:   0.926
Avg. volume 1W:   0.000
Avg. price 1M:   0.858
Avg. volume 1M:   0.000
Avg. price 6M:   0.437
Avg. volume 6M:   0.000
Avg. price 1Y:   0.402
Avg. volume 1Y:   0.000
Volatility 1M:   161.15%
Volatility 6M:   199.85%
Volatility 1Y:   175.67%
Volatility 3Y:   -