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Soc. Generale Call 60 NDAQ 20.09..../  DE000SQ80BC9  /

Frankfurt Zert./SG
7/17/2024  9:35:20 PM Chg.-0.010 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
0.470EUR -2.08% 0.470
Bid Size: 7,000		 0.480
Ask Size: 7,000		 Nasdaq Inc 60.00 USD 9/20/2024 Call
 

Master data

WKN: SQ80BC
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.35
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.30
Implied volatility: 0.28
Historic volatility: 0.17
Parity: 0.30
Time value: 0.17
Break-even: 59.74
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.71
Theta: -0.02
Omega: 8.81
Rho: 0.07
 

Quote data

Open: 0.430
High: 0.470
Low: 0.420
Previous Close: 0.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+34.29%
1 Month  
+67.86%
3 Months
  -2.08%
YTD     0.00%
1 Year  
+34.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.350
1M High / 1M Low: 0.480 0.250
6M High / 6M Low: 0.670 0.250
High (YTD): 4/11/2024 0.670
Low (YTD): 7/4/2024 0.250
52W High: 4/11/2024 0.670
52W Low: 11/1/2023 0.190
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.319
Avg. volume 1M:   0.000
Avg. price 6M:   0.408
Avg. volume 6M:   0.000
Avg. price 1Y:   0.366
Avg. volume 1Y:   0.000
Volatility 1M:   136.49%
Volatility 6M:   136.63%
Volatility 1Y:   128.36%
Volatility 3Y:   -