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Soc. Generale Call 200 ADI 20.09..../  DE000SQ8Z563  /

Frankfurt Zert./SG
2024-06-06  9:48:31 PM Chg.+0.210 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
3.970EUR +5.59% 3.930
Bid Size: 3,000		 3.950
Ask Size: 3,000		 Analog Devices Inc 200.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z56
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.66
Leverage: Yes

Calculated values

Fair value: 3.59
Intrinsic value: 3.28
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 3.28
Time value: 0.55
Break-even: 222.23
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.52%
Delta: 0.85
Theta: -0.06
Omega: 4.79
Rho: 0.42
 

Quote data

Open: 3.600
High: 3.970
Low: 3.550
Previous Close: 3.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.91%
1 Month  
+139.16%
3 Months  
+194.07%
YTD  
+91.79%
1 Year  
+124.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.760 3.230
1M High / 1M Low: 3.910 1.660
6M High / 6M Low: 3.910 0.870
High (YTD): 2024-05-22 3.910
Low (YTD): 2024-04-19 0.870
52W High: 2024-05-22 3.910
52W Low: 2023-10-30 0.660
Avg. price 1W:   3.422
Avg. volume 1W:   0.000
Avg. price 1M:   2.727
Avg. volume 1M:   0.000
Avg. price 6M:   1.717
Avg. volume 6M:   0.000
Avg. price 1Y:   1.688
Avg. volume 1Y:   0.000
Volatility 1M:   240.21%
Volatility 6M:   179.12%
Volatility 1Y:   149.16%
Volatility 3Y:   -