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

EUWAX
2024-05-23  8:14:34 AM Chg.+0.06 Bid2:01:31 PM Ask2:01:31 PM Underlying Strike price Expiration date Option type
2.35EUR +2.62% 3.49
Bid Size: 4,000		 3.55
Ask Size: 4,000		 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: 3.97
Leverage: Yes

Calculated values

Fair value: 2.34
Intrinsic value: 2.32
Implied volatility: 0.51
Historic volatility: 0.38
Parity: 2.32
Time value: 0.03
Break-even: 93.50
Moneyness: 1.33
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 2.62%
Delta: 0.98
Theta: -0.02
Omega: 3.90
Rho: 0.05
 

Quote data

Open: 2.35
High: 2.35
Low: 2.35
Previous Close: 2.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.63%
1 Month
  -26.10%
3 Months
  -33.24%
YTD
  -16.37%
1 Year
  -38.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.16 2.29
1M High / 1M Low: 3.35 2.29
6M High / 6M Low: 4.11 2.04
High (YTD): 2024-03-06 4.11
Low (YTD): 2024-01-17 2.04
52W High: 2023-09-01 5.46
52W Low: 2023-11-16 1.93
Avg. price 1W:   2.76
Avg. volume 1W:   0.00
Avg. price 1M:   3.00
Avg. volume 1M:   0.00
Avg. price 6M:   2.89
Avg. volume 6M:   0.00
Avg. price 1Y:   3.42
Avg. volume 1Y:   0.00
Volatility 1M:   87.65%
Volatility 6M:   120.85%
Volatility 1Y:   108.01%
Volatility 3Y:   -