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

EUWAX
10/18/2024  8:57:40 AM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.940EUR +1.08% -
Bid Size: -		 -
Ask Size: -		 Nasdaq Inc 65.00 USD 1/17/2025 Call
 

Master data

WKN: SQ861L
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.44
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.91
Implied volatility: 0.34
Historic volatility: 0.18
Parity: 0.91
Time value: 0.16
Break-even: 70.51
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.94%
Delta: 0.83
Theta: -0.02
Omega: 5.37
Rho: 0.12
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.50%
1 Month
  -2.08%
3 Months  
+154.05%
YTD  
+118.60%
1 Year  
+203.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.760
1M High / 1M Low: 0.970 0.710
6M High / 6M Low: 0.970 0.250
High (YTD): 9/23/2024 0.970
Low (YTD): 7/2/2024 0.250
52W High: 9/23/2024 0.970
52W Low: 10/27/2023 0.230
Avg. price 1W:   0.868
Avg. volume 1W:   0.000
Avg. price 1M:   0.860
Avg. volume 1M:   0.000
Avg. price 6M:   0.544
Avg. volume 6M:   0.000
Avg. price 1Y:   0.452
Avg. volume 1Y:   0.000
Volatility 1M:   86.87%
Volatility 6M:   152.15%
Volatility 1Y:   130.99%
Volatility 3Y:   -