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Soc. Generale Call 300 ALGN 17.01.../  DE000SQ86R65  /

EUWAX
10/09/2024  08:58:36 Chg.-0.030 Bid14:30:10 Ask14:30:10 Underlying Strike price Expiration date Option type
0.670EUR -4.29% 0.730
Bid Size: 4,200		 0.820
Ask Size: 4,200		 Align Technology Inc 300.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86R6
Issuer: Société Générale
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.40
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.40
Parity: -7.12
Time value: 0.76
Break-even: 279.45
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 1.55
Spread abs.: 0.02
Spread %: 2.70%
Delta: 0.23
Theta: -0.08
Omega: 6.13
Rho: 0.14
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.96%
1 Month
  -5.63%
3 Months
  -67.32%
YTD
  -86.04%
1 Year
  -92.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.620
1M High / 1M Low: 1.130 0.620
6M High / 6M Low: 7.270 0.470
High (YTD): 21/03/2024 7.270
Low (YTD): 08/08/2024 0.470
52W High: 11/09/2023 9.670
52W Low: 08/08/2024 0.470
Avg. price 1W:   0.732
Avg. volume 1W:   0.000
Avg. price 1M:   0.838
Avg. volume 1M:   0.000
Avg. price 6M:   2.920
Avg. volume 6M:   0.000
Avg. price 1Y:   3.765
Avg. volume 1Y:   0.000
Volatility 1M:   256.80%
Volatility 6M:   204.03%
Volatility 1Y:   180.95%
Volatility 3Y:   -