Soc. Generale Call 170 ADI 17.01.2025
/ DE000SQ86TG9
Soc. Generale Call 170 ADI 17.01..../ DE000SQ86TG9 /
| 2024-05-20 8:55:31 AM |
Chg.0.00 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.70EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
170.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SQ86TG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.58 |
| Intrinsic value: |
4.05 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
4.05 |
| Time value: |
0.81 |
| Break-even: |
204.96 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
3.49 |
| Rho: |
0.80 |
Quote data
| Open: |
4.70 |
| High: |
4.70 |
| Low: |
4.70 |
| Previous Close: |
4.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.30% |
| 1 Month |
|
|
+59.86% |
| 3 Months |
|
|
+49.21% |
| YTD |
|
|
+12.44% |
| 1 Year |
|
|
+7.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.82 |
4.30 |
| 1M High / 1M Low: |
4.82 |
2.83 |
| 6M High / 6M Low: |
4.82 |
2.83 |
| High (YTD): |
2024-05-16 |
4.82 |
| Low (YTD): |
2024-04-22 |
2.83 |
| 52W High: |
2024-05-16 |
4.82 |
| 52W Low: |
2023-10-30 |
1.89 |
| Avg. price 1W: |
|
4.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.50 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
112.09% |
| Volatility 6M: |
|
99.79% |
| Volatility 1Y: |
|
93.76% |
| Volatility 3Y: |
|
- |
