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Soc. Generale Call 240 ALGN 21.06.../  DE000SQ4E9R9  /

Frankfurt Zert./SG
2024-05-28  5:39:07 PM Chg.+0.190 Bid5:45:10 PM Ask5:45:10 PM Underlying Strike price Expiration date Option type
1.890EUR +11.18% 1.840
Bid Size: 10,000		 1.910
Ask Size: 10,000		 Align Technology Inc 240.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4E9R
Issuer: Société Générale
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Call
Strike price: 240.00 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: 12.19
Leverage: Yes

Calculated values

Fair value: 1.89
Intrinsic value: 1.44
Implied volatility: 0.44
Historic volatility: 0.42
Parity: 1.44
Time value: 0.49
Break-even: 240.27
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.37
Spread abs.: 0.07
Spread %: 3.76%
Delta: 0.74
Theta: -0.19
Omega: 9.02
Rho: 0.10
 

Quote data

Open: 1.500
High: 1.890
Low: 1.500
Previous Close: 1.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.46%
1 Month
  -71.79%
3 Months
  -72.84%
YTD
  -67.13%
1 Year
  -77.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.570 1.580
1M High / 1M Low: 6.260 1.580
6M High / 6M Low: 8.880 1.580
High (YTD): 2024-04-09 8.880
Low (YTD): 2024-05-23 1.580
52W High: 2023-07-27 15.540
52W Low: 2023-11-09 1.480
Avg. price 1W:   2.006
Avg. volume 1W:   0.000
Avg. price 1M:   3.549
Avg. volume 1M:   0.000
Avg. price 6M:   5.677
Avg. volume 6M:   0.000
Avg. price 1Y:   7.617
Avg. volume 1Y:   0.000
Volatility 1M:   211.59%
Volatility 6M:   154.77%
Volatility 1Y:   146.62%
Volatility 3Y:   -