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Soc. Generale Call 700 BLK 20.09..../  DE000SQ8Z6K1  /

Frankfurt Zert./SG
2024-06-03  9:42:25 PM Chg.+0.030 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
0.860EUR +3.61% 0.880
Bid Size: 5,000		 0.890
Ask Size: 5,000		 BlackRock Inc 700.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z6K
Issuer: Société Générale
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Call
Strike price: 700.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.18
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.66
Implied volatility: 0.27
Historic volatility: 0.18
Parity: 0.66
Time value: 0.21
Break-even: 732.01
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.79
Theta: -0.19
Omega: 6.47
Rho: 1.42
 

Quote data

Open: 0.870
High: 0.890
Low: 0.820
Previous Close: 0.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.53%
1 Month
  -1.15%
3 Months
  -34.35%
YTD
  -39.86%
1 Year  
+3.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.750
1M High / 1M Low: 1.200 0.750
6M High / 6M Low: 1.530 0.750
High (YTD): 2024-03-21 1.530
Low (YTD): 2024-05-29 0.750
52W High: 2024-03-21 1.530
52W Low: 2023-10-30 0.320
Avg. price 1W:   0.818
Avg. volume 1W:   0.000
Avg. price 1M:   0.986
Avg. volume 1M:   0.000
Avg. price 6M:   1.160
Avg. volume 6M:   0.000
Avg. price 1Y:   0.943
Avg. volume 1Y:   0.000
Volatility 1M:   100.30%
Volatility 6M:   91.35%
Volatility 1Y:   96.57%
Volatility 3Y:   -