OverviewChartNewsTraderScreen

Soc. Generale Call 90 GXI 21.06.2.../  DE000SQ71S12  /

Frankfurt Zert./SG
2024-05-31  9:46:55 PM Chg.+0.190 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.450EUR +15.08% 1.470
Bid Size: 2,100		 1.600
Ask Size: 2,100		 GERRESHEIMER AG 90.00 EUR 2024-06-21 Call
 

Master data

WKN: SQ71S1
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.71
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 1.26
Implied volatility: 0.44
Historic volatility: 0.40
Parity: 1.26
Time value: 0.07
Break-even: 103.30
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 3.10%
Delta: 0.91
Theta: -0.05
Omega: 6.98
Rho: 0.05
 

Quote data

Open: 1.250
High: 1.500
Low: 1.250
Previous Close: 1.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.20%
1 Month  
+11.54%
3 Months
  -29.95%
YTD  
+5.07%
1 Year
  -45.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.580 1.250
1M High / 1M Low: 1.690 0.550
6M High / 6M Low: 2.410 0.550
High (YTD): 2024-03-06 2.410
Low (YTD): 2024-05-22 0.550
52W High: 2023-09-01 3.840
52W Low: 2024-05-22 0.550
Avg. price 1W:   1.390
Avg. volume 1W:   0.000
Avg. price 1M:   1.239
Avg. volume 1M:   0.000
Avg. price 6M:   1.371
Avg. volume 6M:   17.600
Avg. price 1Y:   1.911
Avg. volume 1Y:   17.188
Volatility 1M:   631.02%
Volatility 6M:   338.48%
Volatility 1Y:   257.13%
Volatility 3Y:   -