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Soc. Generale Call 180 ADI 17.01..../  DE000SQ86TH7  /

EUWAX
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
4.02EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 180.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86TH
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 180.00 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: 4.74
Leverage: Yes

Calculated values

Fair value: 3.81
Intrinsic value: 3.13
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 3.13
Time value: 1.02
Break-even: 207.06
Moneyness: 1.19
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.24%
Delta: 0.81
Theta: -0.04
Omega: 3.86
Rho: 0.79
 

Quote data

Open: 4.02
High: 4.02
Low: 4.02
Previous Close: 4.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.44%
1 Month  
+66.81%
3 Months  
+54.02%
YTD  
+11.98%
1 Year  
+4.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.14 3.64
1M High / 1M Low: 4.14 2.32
6M High / 6M Low: 4.14 2.32
High (YTD): 2024-05-16 4.14
Low (YTD): 2024-04-22 2.32
52W High: 2023-08-01 4.15
52W Low: 2023-10-30 1.51
Avg. price 1W:   3.94
Avg. volume 1W:   0.00
Avg. price 1M:   3.30
Avg. volume 1M:   0.00
Avg. price 6M:   2.98
Avg. volume 6M:   0.00
Avg. price 1Y:   2.97
Avg. volume 1Y:   0.00
Volatility 1M:   125.58%
Volatility 6M:   110.95%
Volatility 1Y:   103.25%
Volatility 3Y:   -