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

EUWAX
2024-06-07  8:55:37 AM Chg.+0.02 Bid2:11:18 PM Ask2:11:18 PM Underlying Strike price Expiration date Option type
1.25EUR +1.63% 1.26
Bid Size: 2,400		 -
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: 7.20
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.31
Implied volatility: 0.42
Historic volatility: 0.15
Parity: 1.31
Time value: 0.02
Break-even: 95.93
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.03
Omega: 6.95
Rho: 0.03
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.81%
1 Month  
+71.23%
3 Months  
+237.84%
YTD  
+66.67%
1 Year  
+45.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 0.84
1M High / 1M Low: 1.23 0.72
6M High / 6M Low: 1.23 0.26
High (YTD): 2024-06-06 1.23
Low (YTD): 2024-04-16 0.26
52W High: 2023-07-14 1.33
52W Low: 2024-04-16 0.26
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   0.91
Avg. volume 1M:   0.00
Avg. price 6M:   0.60
Avg. volume 6M:   0.00
Avg. price 1Y:   0.78
Avg. volume 1Y:   0.00
Volatility 1M:   137.48%
Volatility 6M:   173.47%
Volatility 1Y:   139.85%
Volatility 3Y:   -