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Soc. Generale Call 70 NEE 21.06.2.../  DE000SQ09LZ8  /

Frankfurt Zert./SG
2024-06-06  5:47:43 PM Chg.+0.070 Bid6:36:36 PM Ask6:36:36 PM Underlying Strike price Expiration date Option type
0.740EUR +10.45% 0.680
Bid Size: 125,000		 0.690
Ask Size: 125,000		 NextEra Energy Inc 70.00 USD 2024-06-21 Call
 

Master data

WKN: SQ09LZ
Issuer: Société Générale
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-06-21
Issue date: 2022-09-30
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.71
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.65
Implied volatility: 0.53
Historic volatility: 0.26
Parity: 0.65
Time value: 0.08
Break-even: 71.67
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.32
Spread abs.: 0.04
Spread %: 5.80%
Delta: 0.83
Theta: -0.07
Omega: 8.07
Rho: 0.02
 

Quote data

Open: 0.570
High: 0.740
Low: 0.530
Previous Close: 0.670
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+155.17%
3 Months  
+2076.47%
YTD  
+289.47%
1 Year
  -28.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.670
1M High / 1M Low: 0.820 0.290
6M High / 6M Low: 0.820 0.023
High (YTD): 2024-05-31 0.820
Low (YTD): 2024-03-04 0.023
52W High: 2023-06-19 1.140
52W Low: 2024-03-04 0.023
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.583
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.366
Avg. volume 1Y:   0.000
Volatility 1M:   237.83%
Volatility 6M:   309.36%
Volatility 1Y:   263.97%
Volatility 3Y:   -