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Soc. Generale Call 45 RNL 21.06.2.../  DE000SQ6VJ43  /

Frankfurt Zert./SG
2024-06-05  9:41:17 PM Chg.-0.040 Bid9:57:38 PM Ask9:57:38 PM Underlying Strike price Expiration date Option type
0.740EUR -5.13% 0.740
Bid Size: 5,000		 0.790
Ask Size: 5,000		 RENAULT INH. EO... 45.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ6VJ4
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2024-06-21
Issue date: 2022-12-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.48
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.75
Implied volatility: 0.71
Historic volatility: 0.29
Parity: 0.75
Time value: 0.06
Break-even: 53.10
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.87
Theta: -0.06
Omega: 5.63
Rho: 0.02
 

Quote data

Open: 0.790
High: 0.840
Low: 0.730
Previous Close: 0.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.90%
1 Month  
+100.00%
3 Months  
+1175.86%
YTD  
+640.00%
1 Year  
+335.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.780
1M High / 1M Low: 0.880 0.330
6M High / 6M Low: 0.880 0.037
High (YTD): 2024-05-30 0.880
Low (YTD): 2024-01-17 0.037
52W High: 2024-05-30 0.880
52W Low: 2024-01-17 0.037
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   0.537
Avg. volume 1M:   0.000
Avg. price 6M:   0.252
Avg. volume 6M:   0.000
Avg. price 1Y:   0.230
Avg. volume 1Y:   0.000
Volatility 1M:   297.81%
Volatility 6M:   263.70%
Volatility 1Y:   218.91%
Volatility 3Y:   -