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Soc. Generale Call 90 PM 21.06.20.../  DE000SQ4FW22  /

Frankfurt Zert./SG
2024-05-23  5:00:00 PM Chg.-0.080 Bid5:30:43 PM Ask- Underlying Strike price Expiration date Option type
0.960EUR -7.69% 0.960
Bid Size: 70,000		 -
Ask Size: -		 Philip Morris Intern... 90.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FW2
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.73
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 1.02
Implied volatility: 0.29
Historic volatility: 0.15
Parity: 1.02
Time value: 0.05
Break-even: 93.84
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.02
Omega: 8.15
Rho: 0.06
 

Quote data

Open: 0.990
High: 1.020
Low: 0.960
Previous Close: 1.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.80%
1 Month  
+20.00%
3 Months  
+118.18%
YTD  
+28.00%
1 Year
  -4.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.930
1M High / 1M Low: 1.040 0.610
6M High / 6M Low: 1.040 0.280
High (YTD): 2024-05-22 1.040
Low (YTD): 2024-04-15 0.280
52W High: 2023-07-13 1.350
52W Low: 2024-04-15 0.280
Avg. price 1W:   0.998
Avg. volume 1W:   0.000
Avg. price 1M:   0.860
Avg. volume 1M:   0.000
Avg. price 6M:   0.604
Avg. volume 6M:   0.000
Avg. price 1Y:   0.785
Avg. volume 1Y:   0.000
Volatility 1M:   175.77%
Volatility 6M:   173.51%
Volatility 1Y:   138.94%
Volatility 3Y:   -