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Soc. Generale Call 160 ADI 20.09..../  DE000SQ8Z548  /

Frankfurt Zert./SG
2024-06-06  9:43:40 PM Chg.+0.190 Bid9:59:53 PM Ask- Underlying Strike price Expiration date Option type
7.340EUR +2.66% 7.300
Bid Size: 3,000		 -
Ask Size: -		 Analog Devices Inc 160.00 - 2024-09-20 Call
 

Master data

WKN: SQ8Z54
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.02
Leverage: Yes

Calculated values

Fair value: 5.85
Intrinsic value: 5.67
Implied volatility: 0.89
Historic volatility: 0.24
Parity: 5.67
Time value: 1.51
Break-even: 231.80
Moneyness: 1.35
Premium: 0.07
Premium p.a.: 0.26
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -0.14
Omega: 2.46
Rho: 0.30
 

Quote data

Open: 6.800
High: 7.340
Low: 6.730
Previous Close: 7.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.23%
1 Month  
+68.35%
3 Months  
+101.65%
YTD  
+65.32%
1 Year  
+102.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.150 6.540
1M High / 1M Low: 7.290 4.360
6M High / 6M Low: 7.290 2.990
High (YTD): 2024-05-22 7.290
Low (YTD): 2024-04-19 2.990
52W High: 2024-05-22 7.290
52W Low: 2023-10-30 1.870
Avg. price 1W:   6.750
Avg. volume 1W:   0.000
Avg. price 1M:   5.820
Avg. volume 1M:   0.000
Avg. price 6M:   4.171
Avg. volume 6M:   0.000
Avg. price 1Y:   3.857
Avg. volume 1Y:   0.000
Volatility 1M:   124.60%
Volatility 6M:   103.27%
Volatility 1Y:   93.14%
Volatility 3Y:   -