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Soc. Generale Call 65 NDAQ 17.01..../  DE000SQ861L3  /

EUWAX
16/08/2024  08:56:08 Chg.+0.030 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.690EUR +4.55% -
Bid Size: -		 -
Ask Size: -		 Nasdaq Inc 65.00 USD 17/01/2025 Call
 

Master data

WKN: SQ861L
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 65.00 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: 8.44
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.44
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.44
Time value: 0.31
Break-even: 66.44
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.72
Theta: -0.02
Omega: 6.04
Rho: 0.16
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.15%
1 Month  
+76.92%
3 Months  
+56.82%
YTD  
+60.47%
1 Year  
+81.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.610
1M High / 1M Low: 0.740 0.360
6M High / 6M Low: 0.740 0.250
High (YTD): 31/07/2024 0.740
Low (YTD): 02/07/2024 0.250
52W High: 31/07/2024 0.740
52W Low: 27/10/2023 0.230
Avg. price 1W:   0.646
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   0.000
Avg. price 6M:   0.399
Avg. volume 6M:   0.000
Avg. price 1Y:   0.364
Avg. volume 1Y:   0.000
Volatility 1M:   274.66%
Volatility 6M:   156.72%
Volatility 1Y:   130.73%
Volatility 3Y:   -