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Soc. Generale Call 200 ADI 20.09..../  DE000SQ8Z563  /

Frankfurt Zert./SG
2024-05-31  9:46:17 PM Chg.+0.230 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
3.460EUR +7.12% 3.670
Bid Size: 3,000		 3.690
Ask Size: 3,000		 Analog Devices Inc 200.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z56
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 200.00 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: 5.83
Leverage: Yes

Calculated values

Fair value: 3.52
Intrinsic value: 3.18
Implied volatility: 0.32
Historic volatility: 0.24
Parity: 3.18
Time value: 0.53
Break-even: 221.46
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.54%
Delta: 0.85
Theta: -0.06
Omega: 4.96
Rho: 0.45
 

Quote data

Open: 3.150
High: 3.550
Low: 3.080
Previous Close: 3.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.08%
1 Month  
+102.34%
3 Months  
+126.14%
YTD  
+67.15%
1 Year  
+77.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.510 3.230
1M High / 1M Low: 3.910 1.390
6M High / 6M Low: 3.910 0.870
High (YTD): 2024-05-22 3.910
Low (YTD): 2024-04-19 0.870
52W High: 2024-05-22 3.910
52W Low: 2023-10-30 0.660
Avg. price 1W:   3.394
Avg. volume 1W:   0.000
Avg. price 1M:   2.511
Avg. volume 1M:   0.000
Avg. price 6M:   1.663
Avg. volume 6M:   0.000
Avg. price 1Y:   1.669
Avg. volume 1Y:   0.000
Volatility 1M:   242.58%
Volatility 6M:   178.41%
Volatility 1Y:   149.23%
Volatility 3Y:   -