Soc. Generale Call 60 NDAQ 17.01.2025
/ DE000SQ861K5
Soc. Generale Call 60 NDAQ 17.01..../ DE000SQ861K5 /
| 9/27/2024 8:43:15 AM |
Chg.-0.05 |
Bid5:06:03 PM |
Ask5:06:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-4.00% |
1.29
Bid Size: 50,000 |
1.30
Ask Size: 50,000 |
Nasdaq Inc |
60.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
SQ861K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/16/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
1.12 |
| Time value: |
0.15 |
| Break-even: |
66.38 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
4.44 |
| Rho: |
0.13 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
+13.21% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
+96.72% |
| 1 Year |
|
|
+233.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.25 |
| 1M High / 1M Low: |
1.32 |
1.06 |
| 6M High / 6M Low: |
1.32 |
0.43 |
| High (YTD): |
9/23/2024 |
1.32 |
| Low (YTD): |
2/20/2024 |
0.39 |
| 52W High: |
9/23/2024 |
1.32 |
| 52W Low: |
10/27/2023 |
0.32 |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.63 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
69.58% |
| Volatility 6M: |
|
120.47% |
| Volatility 1Y: |
|
110.69% |
| Volatility 3Y: |
|
- |
