Soc. Generale Call 160 ADI 21.06.2024
/ DE000SQ4FCJ7
Soc. Generale Call 160 ADI 21.06..../ DE000SQ4FCJ7 /
| 2024-05-02 8:47:01 AM |
Chg.-0.79 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.98EUR |
-20.95% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ4FCJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.25 |
| Intrinsic value: |
3.16 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
3.16 |
| Time value: |
0.16 |
| Break-even: |
182.49 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
5.08 |
| Rho: |
0.19 |
Quote data
| Open: |
2.98 |
| High: |
2.98 |
| Low: |
2.98 |
| Previous Close: |
3.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.79% |
| 1 Month |
|
|
-11.57% |
| 3 Months |
|
|
-11.83% |
| YTD |
|
|
-28.02% |
| 1 Year |
|
|
-21.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.77 |
3.13 |
| 1M High / 1M Low: |
3.92 |
2.45 |
| 6M High / 6M Low: |
4.28 |
1.98 |
| High (YTD): |
2024-01-23 |
4.18 |
| Low (YTD): |
2024-04-22 |
2.45 |
| 52W High: |
2023-08-01 |
4.69 |
| 52W Low: |
2023-10-30 |
1.57 |
| Avg. price 1W: |
|
3.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.33 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
167.10% |
| Volatility 6M: |
|
118.79% |
| Volatility 1Y: |
|
107.10% |
| Volatility 3Y: |
|
- |
