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

Frankfurt Zert./SG
2024-06-10  5:58:50 PM Chg.-0.060 Bid7:00:13 PM Ask7:00:13 PM Underlying Strike price Expiration date Option type
0.790EUR -7.06% 0.780
Bid Size: 80,000		 0.790
Ask Size: 80,000		 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: 8.39
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.64
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.64
Time value: 0.21
Break-even: 734.42
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.78
Theta: -0.20
Omega: 6.54
Rho: 1.31
 

Quote data

Open: 0.810
High: 0.830
Low: 0.790
Previous Close: 0.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.14%
1 Month
  -26.17%
3 Months
  -47.68%
YTD
  -44.76%
1 Year
  -7.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.850
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:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.974
Avg. volume 1M:   0.000
Avg. price 6M:   1.157
Avg. volume 6M:   0.000
Avg. price 1Y:   0.944
Avg. volume 1Y:   0.000
Volatility 1M:   97.69%
Volatility 6M:   92.64%
Volatility 1Y:   97.22%
Volatility 3Y:   -