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Soc. Generale Call 210 ADI 17.01..../  DE000SQ86TL9  /

EUWAX
06/06/2024  08:55:48 Chg.+0.32 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
3.64EUR +9.64% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 210.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86TL
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 210.00 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: 5.67
Leverage: Yes

Calculated values

Fair value: 3.32
Intrinsic value: 2.36
Implied volatility: 0.34
Historic volatility: 0.24
Parity: 2.36
Time value: 1.46
Break-even: 231.32
Moneyness: 1.12
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.53%
Delta: 0.74
Theta: -0.05
Omega: 4.21
Rho: 0.76
 

Quote data

Open: 3.64
High: 3.64
Low: 3.64
Previous Close: 3.32
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.35%
1 Month  
+104.49%
3 Months  
+161.87%
YTD  
+73.33%
1 Year  
+85.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.64 3.24
1M High / 1M Low: 4.18 1.78
6M High / 6M Low: 4.18 1.16
High (YTD): 23/05/2024 4.18
Low (YTD): 23/04/2024 1.16
52W High: 23/05/2024 4.18
52W Low: 30/10/2023 0.76
Avg. price 1W:   3.42
Avg. volume 1W:   0.00
Avg. price 1M:   2.75
Avg. volume 1M:   0.00
Avg. price 6M:   1.82
Avg. volume 6M:   0.00
Avg. price 1Y:   1.77
Avg. volume 1Y:   0.00
Volatility 1M:   275.31%
Volatility 6M:   179.93%
Volatility 1Y:   144.44%
Volatility 3Y:   -