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

EUWAX
2024-05-23  8:34:05 AM Chg.+0.040 Bid1:19:44 PM Ask1:19:44 PM Underlying Strike price Expiration date Option type
0.370EUR +12.12% 0.360
Bid Size: 60,000		 0.370
Ask Size: 60,000		 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: 12.34
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.31
Implied volatility: 0.35
Historic volatility: 0.29
Parity: 0.31
Time value: 0.08
Break-even: 48.90
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.77
Theta: -0.03
Omega: 9.55
Rho: 0.03
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.28%
1 Month  
+8.82%
3 Months  
+368.35%
YTD  
+270.00%
1 Year  
+85.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.330
1M High / 1M Low: 0.520 0.260
6M High / 6M Low: 0.660 0.037
High (YTD): 2024-04-10 0.660
Low (YTD): 2024-01-17 0.037
52W High: 2024-04-10 0.660
52W Low: 2024-01-17 0.037
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.402
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   0.210
Avg. volume 1Y:   0.000
Volatility 1M:   285.14%
Volatility 6M:   252.79%
Volatility 1Y:   211.22%
Volatility 3Y:   -