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

EUWAX
27/09/2024  08:43:15 Chg.-0.050 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.830EUR -5.68% -
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: 7.29
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.68
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 0.68
Time value: 0.21
Break-even: 67.06
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.14%
Delta: 0.78
Theta: -0.02
Omega: 5.70
Rho: 0.13
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.54%
1 Month  
+16.90%
3 Months  
+196.43%
YTD  
+93.02%
1 Year  
+232.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.880
1M High / 1M Low: 0.970 0.710
6M High / 6M Low: 0.970 0.250
High (YTD): 23/09/2024 0.970
Low (YTD): 02/07/2024 0.250
52W High: 23/09/2024 0.970
52W Low: 27/10/2023 0.230
Avg. price 1W:   0.932
Avg. volume 1W:   0.000
Avg. price 1M:   0.853
Avg. volume 1M:   0.000
Avg. price 6M:   0.504
Avg. volume 6M:   0.000
Avg. price 1Y:   0.418
Avg. volume 1Y:   0.000
Volatility 1M:   107.74%
Volatility 6M:   153.22%
Volatility 1Y:   132.76%
Volatility 3Y:   -