Soc. Generale Call 300 ALGN 17.01.2025
/ DE000SQ86R65
Soc. Generale Call 300 ALGN 17.01.../ DE000SQ86R65 /
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: |
|
- |