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Soc. Generale Call 220 ADI 21.06..../  DE000SQ4VQ12  /

EUWAX
2024-06-06  9:25:00 AM Chg.+0.30 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.38EUR +27.78% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 220.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4VQ1
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.46
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.44
Implied volatility: 0.36
Historic volatility: 0.24
Parity: 1.44
Time value: 0.17
Break-even: 218.42
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 1.26%
Delta: 0.84
Theta: -0.15
Omega: 11.32
Rho: 0.07
 

Quote data

Open: 1.38
High: 1.38
Low: 1.38
Previous Close: 1.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+84.00%
1 Month  
+590.00%
3 Months  
+411.11%
YTD  
+62.35%
1 Year  
+51.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.38 0.75
1M High / 1M Low: 1.98 0.20
6M High / 6M Low: 1.98 0.08
High (YTD): 2024-05-23 1.98
Low (YTD): 2024-04-23 0.08
52W High: 2024-05-23 1.98
52W Low: 2024-04-23 0.08
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   0.71
Avg. volume 1M:   0.00
Avg. price 6M:   0.47
Avg. volume 6M:   0.00
Avg. price 1Y:   0.63
Avg. volume 1Y:   0.00
Volatility 1M:   1,181.27%
Volatility 6M:   595.63%
Volatility 1Y:   434.31%
Volatility 3Y:   -