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Soc. Generale Call 220 ADI 20.09..../  DE000SQ8Z571  /

EUWAX
2024-05-31  9:54:15 AM Chg.+0.18 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.81EUR +11.04% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 220.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z57
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 220.00 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: 9.32
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 1.34
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 1.34
Time value: 0.98
Break-even: 225.99
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.87%
Delta: 0.70
Theta: -0.07
Omega: 6.54
Rho: 0.39
 

Quote data

Open: 1.81
High: 1.81
Low: 1.81
Previous Close: 1.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.26%
1 Month  
+108.05%
3 Months  
+182.81%
YTD  
+44.80%
1 Year  
+40.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.98 1.63
1M High / 1M Low: 2.82 0.61
6M High / 6M Low: 2.82 0.44
High (YTD): 2024-05-23 2.82
Low (YTD): 2024-04-23 0.44
52W High: 2024-05-23 2.82
52W Low: 2023-10-30 0.37
Avg. price 1W:   1.87
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   0.88
Avg. volume 6M:   0.00
Avg. price 1Y:   0.98
Avg. volume 1Y:   0.00
Volatility 1M:   538.45%
Volatility 6M:   292.07%
Volatility 1Y:   225.34%
Volatility 3Y:   -