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Soc. Generale Call 160 ADI 20.09..../  DE000SQ8Z548  /

EUWAX
2024-06-07  9:58:56 AM Chg.+0.30 Bid8:31:46 PM Ask8:31:46 PM Underlying Strike price Expiration date Option type
7.03EUR +4.46% 7.10
Bid Size: 45,000		 -
Ask Size: -		 Analog Devices Inc 160.00 - 2024-09-20 Call
 

Master data

WKN: SQ8Z54
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.99
Leverage: Yes

Calculated values

Fair value: 5.97
Intrinsic value: 5.80
Implied volatility: 0.90
Historic volatility: 0.24
Parity: 5.80
Time value: 1.50
Break-even: 233.00
Moneyness: 1.36
Premium: 0.07
Premium p.a.: 0.26
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.82
Theta: -0.14
Omega: 2.44
Rho: 0.30
 

Quote data

Open: 7.03
High: 7.03
Low: 7.03
Previous Close: 6.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.12%
1 Month  
+68.59%
3 Months  
+94.74%
YTD  
+57.62%
1 Year  
+82.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.73 6.16
1M High / 1M Low: 7.55 4.17
6M High / 6M Low: 7.55 2.94
High (YTD): 2024-05-23 7.55
Low (YTD): 2024-04-22 2.94
52W High: 2024-05-23 7.55
52W Low: 2023-10-30 1.88
Avg. price 1W:   6.52
Avg. volume 1W:   0.00
Avg. price 1M:   5.54
Avg. volume 1M:   0.00
Avg. price 6M:   4.07
Avg. volume 6M:   0.00
Avg. price 1Y:   3.80
Avg. volume 1Y:   0.00
Volatility 1M:   195.60%
Volatility 6M:   124.28%
Volatility 1Y:   105.57%
Volatility 3Y:   -