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

EUWAX
07/06/2024  08:57:11 Chg.+0.17 Bid13:06:22 Ask13:06:22 Underlying Strike price Expiration date Option type
5.82EUR +3.01% 5.90
Bid Size: 3,000		 6.31
Ask Size: 3,000		 Analog Devices Inc 180.00 USD 17/01/2025 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: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.61
Leverage: Yes

Calculated values

Fair value: 5.73
Intrinsic value: 5.27
Implied volatility: 0.36
Historic volatility: 0.24
Parity: 5.27
Time value: 0.77
Break-even: 225.66
Moneyness: 1.32
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.50%
Delta: 0.88
Theta: -0.04
Omega: 3.19
Rho: 0.81
 

Quote data

Open: 5.82
High: 5.82
Low: 5.82
Previous Close: 5.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.14%
1 Month  
+76.36%
3 Months  
+118.80%
YTD  
+62.12%
1 Year  
+83.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.57 5.19
1M High / 1M Low: 6.23 3.30
6M High / 6M Low: 6.23 2.32
High (YTD): 23/05/2024 6.23
Low (YTD): 22/04/2024 2.32
52W High: 23/05/2024 6.23
52W Low: 30/10/2023 1.51
Avg. price 1W:   5.33
Avg. volume 1W:   0.00
Avg. price 1M:   4.51
Avg. volume 1M:   0.00
Avg. price 6M:   3.24
Avg. volume 6M:   0.00
Avg. price 1Y:   3.07
Avg. volume 1Y:   0.00
Volatility 1M:   187.17%
Volatility 6M:   132.25%
Volatility 1Y:   110.09%
Volatility 3Y:   -