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Soc. Generale Call 70 GXI 21.06.2.../  DE000SQ71SZ3  /

Frankfurt Zert./SG
2024-06-05  8:49:13 PM Chg.+0.010 Bid2024-06-05 Ask2024-06-05 Underlying Strike price Expiration date Option type
3.680EUR +0.27% 3.680
Bid Size: 1,000		 3.810
Ask Size: 1,000		 GERRESHEIMER AG 70.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ71SZ
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.82
Leverage: Yes

Calculated values

Fair value: 3.68
Intrinsic value: 3.67
Implied volatility: 1.49
Historic volatility: 0.40
Parity: 3.67
Time value: 0.12
Break-even: 107.90
Moneyness: 1.52
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.10
Spread %: 2.71%
Delta: 0.93
Theta: -0.14
Omega: 2.63
Rho: 0.03
 

Quote data

Open: 3.680
High: 3.910
Low: 3.670
Previous Close: 3.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.46%
1 Month  
+14.64%
3 Months
  -6.60%
YTD  
+30.96%
1 Year
  -14.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.690 3.160
1M High / 1M Low: 3.690 2.250
6M High / 6M Low: 4.120 2.050
High (YTD): 2024-03-06 4.120
Low (YTD): 2024-01-17 2.060
52W High: 2023-09-01 5.460
52W Low: 2023-11-16 1.940
Avg. price 1W:   3.426
Avg. volume 1W:   0.000
Avg. price 1M:   3.136
Avg. volume 1M:   0.000
Avg. price 6M:   2.970
Avg. volume 6M:   6.400
Avg. price 1Y:   3.403
Avg. volume 1Y:   3.125
Volatility 1M:   200.63%
Volatility 6M:   143.73%
Volatility 1Y:   122.65%
Volatility 3Y:   -