OverviewChartNewsTraderScreen

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

EUWAX
2024-05-31  9:54:15 AM Chg.+0.26 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
6.16EUR +4.41% -
Bid Size: -		 -
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: 3.07
Leverage: Yes

Calculated values

Fair value: 5.81
Intrinsic value: 5.61
Implied volatility: 0.84
Historic volatility: 0.24
Parity: 5.61
Time value: 1.44
Break-even: 230.50
Moneyness: 1.35
Premium: 0.07
Premium p.a.: 0.24
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.82
Theta: -0.13
Omega: 2.51
Rho: 0.32
 

Quote data

Open: 6.16
High: 6.16
Low: 6.16
Previous Close: 5.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.41%
1 Month  
+45.97%
3 Months  
+75.00%
YTD  
+38.12%
1 Year  
+61.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.39 5.90
1M High / 1M Low: 7.55 3.61
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:   6.22
Avg. volume 1W:   0.00
Avg. price 1M:   5.09
Avg. volume 1M:   0.00
Avg. price 6M:   3.96
Avg. volume 6M:   0.00
Avg. price 1Y:   3.76
Avg. volume 1Y:   0.00
Volatility 1M:   199.72%
Volatility 6M:   123.95%
Volatility 1Y:   106.07%
Volatility 3Y:   -