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Soc. Generale Call 80 GXI 21.06.2.../  DE000SQ71S04  /

Frankfurt Zert./SG
2024-04-29  3:37:45 PM Chg.-0.070 Bid4:24:24 PM Ask4:24:24 PM Underlying Strike price Expiration date Option type
2.090EUR -3.24% 2.030
Bid Size: 4,000		 2.070
Ask Size: 4,000		 GERRESHEIMER AG 80.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ71S0
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.47
Leverage: Yes

Calculated values

Fair value: 2.13
Intrinsic value: 2.05
Implied volatility: 0.59
Historic volatility: 0.38
Parity: 2.05
Time value: 0.20
Break-even: 102.50
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 1.81%
Delta: 0.88
Theta: -0.05
Omega: 3.91
Rho: 0.10
 

Quote data

Open: 2.160
High: 2.270
Low: 2.090
Previous Close: 2.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -20.23%
3 Months  
+8.29%
YTD  
+1.46%
1 Year
  -29.63%
3 Years     -
5 Years     -
1W High / 1W Low: 2.310 2.060
1M High / 1M Low: 2.830 1.950
6M High / 6M Low: 3.230 1.320
High (YTD): 2024-03-06 3.230
Low (YTD): 2024-01-17 1.370
52W High: 2023-09-01 4.630
52W Low: 2023-11-16 1.320
Avg. price 1W:   2.206
Avg. volume 1W:   0.000
Avg. price 1M:   2.339
Avg. volume 1M:   0.000
Avg. price 6M:   2.035
Avg. volume 6M:   8
Avg. price 1Y:   2.707
Avg. volume 1Y:   3.937
Volatility 1M:   119.43%
Volatility 6M:   175.46%
Volatility 1Y:   143.05%
Volatility 3Y:   -