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

EUWAX
14/06/2024  08:57:31 Chg.-0.32 Bid12:02:04 Ask12:02:04 Underlying Strike price Expiration date Option type
4.84EUR -6.20% 4.83
Bid Size: 1,000		 5.09
Ask Size: 1,000		 Analog Devices Inc 190.00 USD 17/01/2025 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: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.32
Leverage: Yes

Calculated values

Fair value: 4.68
Intrinsic value: 4.10
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 4.10
Time value: 0.94
Break-even: 227.35
Moneyness: 1.23
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.40%
Delta: 0.84
Theta: -0.05
Omega: 3.63
Rho: 0.79
 

Quote data

Open: 4.84
High: 4.84
Low: 4.84
Previous Close: 5.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.84%
1 Month  
+59.74%
3 Months  
+76.64%
YTD  
+59.21%
1 Year  
+49.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.16 4.89
1M High / 1M Low: 5.53 3.03
6M High / 6M Low: 5.53 1.86
High (YTD): 23/05/2024 5.53
Low (YTD): 22/04/2024 1.86
52W High: 23/05/2024 5.53
52W Low: 30/10/2023 1.22
Avg. price 1W:   5.05
Avg. volume 1W:   0.00
Avg. price 1M:   4.40
Avg. volume 1M:   0.00
Avg. price 6M:   2.83
Avg. volume 6M:   0.00
Avg. price 1Y:   2.64
Avg. volume 1Y:   0.00
Volatility 1M:   212.53%
Volatility 6M:   142.94%
Volatility 1Y:   120.01%
Volatility 3Y:   -