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Soc. Generale Call 800 BLK 20.09..../  DE000SQ8Z6L9  /

EUWAX
2024-05-28  10:03:57 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.300EUR -3.23% -
Bid Size: -		 -
Ask Size: -		 BlackRock Inc 800.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z6L
Issuer: Société Générale
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Call
Strike price: 800.00 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: 20.00
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -0.17
Time value: 0.36
Break-even: 772.56
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.50
Theta: -0.21
Omega: 9.92
Rho: 1.01
 

Quote data

Open: 0.310
High: 0.310
Low: 0.300
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.82%
1 Month
  -9.09%
3 Months
  -50.82%
YTD
  -62.96%
1 Year
  -34.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.300
1M High / 1M Low: 0.510 0.290
6M High / 6M Low: 0.830 0.280
High (YTD): 2024-03-22 0.830
Low (YTD): 2024-04-19 0.280
52W High: 2024-03-22 0.830
52W Low: 2023-11-01 0.130
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.380
Avg. volume 1M:   0.000
Avg. price 6M:   0.558
Avg. volume 6M:   0.000
Avg. price 1Y:   0.469
Avg. volume 1Y:   0.000
Volatility 1M:   167.08%
Volatility 6M:   152.72%
Volatility 1Y:   139.21%
Volatility 3Y:   -