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Soc. Generale Call 220 ADI 21.06..../  DE000SQ4VQ12  /

EUWAX
31/05/2024  09:24:47 Chg.+0.200 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.950EUR +26.67% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 220.00 USD 21/06/2024 Call
 

Master data

WKN: SQ4VQ1
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 21/06/2024
Issue date: 25/11/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.22
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.34
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 1.34
Time value: 0.18
Break-even: 217.99
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 1.33%
Delta: 0.83
Theta: -0.11
Omega: 11.83
Rho: 0.09
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.24%
1 Month  
+578.57%
3 Months  
+227.59%
YTD  
+11.76%
1 Year
  -8.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.750
1M High / 1M Low: 1.980 0.140
6M High / 6M Low: 1.980 0.083
High (YTD): 23/05/2024 1.980
Low (YTD): 23/04/2024 0.083
52W High: 23/05/2024 1.980
52W Low: 23/04/2024 0.083
Avg. price 1W:   1.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.595
Avg. volume 1M:   0.000
Avg. price 6M:   0.451
Avg. volume 6M:   0.000
Avg. price 1Y:   0.622
Avg. volume 1Y:   0.000
Volatility 1M:   1,198.79%
Volatility 6M:   594.72%
Volatility 1Y:   433.07%
Volatility 3Y:   -