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Soc. Generale Call 180 ADI 20.09..../  DE000SQ8Z555  /

EUWAX
2024-05-31  9:54:15 AM Chg.+0.23 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
4.50EUR +5.39% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 180.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z55
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 180.00 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: 4.07
Leverage: Yes

Calculated values

Fair value: 5.23
Intrinsic value: 5.02
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 5.02
Time value: 0.29
Break-even: 219.02
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.04
Omega: 3.85
Rho: 0.46
 

Quote data

Open: 4.50
High: 4.50
Low: 4.50
Previous Close: 4.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.24%
1 Month  
+60.71%
3 Months  
+101.79%
YTD  
+42.86%
1 Year  
+63.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.70 4.27
1M High / 1M Low: 5.80 2.26
6M High / 6M Low: 5.80 1.74
High (YTD): 2024-05-23 5.80
Low (YTD): 2024-04-22 1.74
52W High: 2024-05-23 5.80
52W Low: 2023-10-31 1.17
Avg. price 1W:   4.55
Avg. volume 1W:   0.00
Avg. price 1M:   3.59
Avg. volume 1M:   0.00
Avg. price 6M:   2.64
Avg. volume 6M:   1.60
Avg. price 1Y:   2.57
Avg. volume 1Y:   .78
Volatility 1M:   250.80%
Volatility 6M:   162.27%
Volatility 1Y:   134.75%
Volatility 3Y:   -