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Soc. Generale Call 190 ADI 17.01..../  DE000SQ86TJ3  /

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
3.38EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 190.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86TJ
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 190.00 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: 5.61
Leverage: Yes

Calculated values

Fair value: 3.10
Intrinsic value: 2.21
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 2.21
Time value: 1.30
Break-even: 209.85
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.57%
Delta: 0.75
Theta: -0.05
Omega: 4.23
Rho: 0.75
 

Quote data

Open: 3.38
High: 3.38
Low: 3.38
Previous Close: 3.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.55%
1 Month  
+74.23%
3 Months  
+58.69%
YTD  
+11.18%
1 Year  
+0.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.49 3.03
1M High / 1M Low: 3.49 1.86
6M High / 6M Low: 3.49 1.86
High (YTD): 2024-05-16 3.49
Low (YTD): 2024-04-22 1.86
52W High: 2023-08-01 3.63
52W Low: 2023-10-30 1.22
Avg. price 1W:   3.31
Avg. volume 1W:   0.00
Avg. price 1M:   2.73
Avg. volume 1M:   0.00
Avg. price 6M:   2.47
Avg. volume 6M:   0.00
Avg. price 1Y:   2.50
Avg. volume 1Y:   0.00
Volatility 1M:   125.67%
Volatility 6M:   119.74%
Volatility 1Y:   110.94%
Volatility 3Y:   -