OverviewChartNewsTraderScreen

Soc. Generale Call 140 ADI 21.06..../  DE000SQ4FCH1  /

EUWAX
2024-05-31  1:59:47 PM Chg.+0.30 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
7.92EUR +3.94% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 140.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4FCH
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.47
Leverage: Yes

Calculated values

Fair value: 8.74
Intrinsic value: 8.71
Implied volatility: 0.82
Historic volatility: 0.24
Parity: 8.71
Time value: 0.03
Break-even: 216.45
Moneyness: 1.67
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 1.00
Theta: -0.02
Omega: 2.47
Rho: 0.07
 

Quote data

Open: 7.91
High: 7.92
Low: 7.91
Previous Close: 7.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.94%
1 Month  
+66.39%
3 Months  
+65.69%
YTD  
+38.46%
1 Year  
+59.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.15 7.62
1M High / 1M Low: 9.16 4.76
6M High / 6M Low: 9.16 3.97
High (YTD): 2024-05-23 9.16
Low (YTD): 2024-04-22 3.97
52W High: 2024-05-23 9.16
52W Low: 2023-10-30 2.64
Avg. price 1W:   7.94
Avg. volume 1W:   0.00
Avg. price 1M:   6.63
Avg. volume 1M:   0.00
Avg. price 6M:   5.22
Avg. volume 6M:   0.00
Avg. price 1Y:   4.90
Avg. volume 1Y:   0.00
Volatility 1M:   139.19%
Volatility 6M:   104.43%
Volatility 1Y:   90.03%
Volatility 3Y:   -