Soc. Generale Call 160 ADI 20.09.2024
/ DE000SQ8Z548
Soc. Generale Call 160 ADI 20.09..../ DE000SQ8Z548 /
| 2024-08-30 9:39:59 AM |
Chg.+0.42 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.12EUR |
+7.37% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
160.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SQ8Z54 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-02-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.87 |
| Intrinsic value: |
4.84 |
| Implied volatility: |
2.00 |
| Historic volatility: |
0.26 |
| Parity: |
4.84 |
| Time value: |
1.60 |
| Break-even: |
224.40 |
| Moneyness: |
1.30 |
| Premium: |
0.08 |
| Premium p.a.: |
2.62 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
-0.70 |
| Omega: |
2.54 |
| Rho: |
0.06 |
Quote data
| Open: |
6.12 |
| High: |
6.12 |
| Low: |
6.12 |
| Previous Close: |
5.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.18% |
| 1 Month |
|
|
+2.68% |
| 3 Months |
|
|
+3.73% |
| YTD |
|
|
+37.22% |
| 1 Year |
|
|
+72.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.06 |
5.36 |
| 1M High / 1M Low: |
6.46 |
3.73 |
| 6M High / 6M Low: |
7.55 |
2.94 |
| High (YTD): |
2024-05-23 |
7.55 |
| Low (YTD): |
2024-04-22 |
2.94 |
| 52W High: |
2024-05-23 |
7.55 |
| 52W Low: |
2023-10-30 |
1.88 |
| Avg. price 1W: |
|
5.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.23 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
178.34% |
| Volatility 6M: |
|
137.65% |
| Volatility 1Y: |
|
115.38% |
| Volatility 3Y: |
|
- |
