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: |
|
- |