OverviewChartNewsTraderScreen

Soc. Generale Call 650 UU2 17.01..../  DE000SQ86T71  /

EUWAX
2024-12-23  8:55:06 AM Chg.+0.18 Bid11:03:55 AM Ask11:03:55 AM Underlying Strike price Expiration date Option type
3.67EUR +5.16% 3.66
Bid Size: 3,000		 -
Ask Size: -		 BLACKROCK INC. ... 650.00 - 2025-01-17 Call
 

Master data

WKN: SQ86T7
Issuer: Société Générale
Currency: EUR
Underlying: BLACKROCK INC. O.N.
Type: Warrant
Option type: Call
Strike price: 650.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.73
Leverage: Yes

Calculated values

Fair value: 3.37
Intrinsic value: 3.36
Implied volatility: 1.52
Historic volatility: 0.17
Parity: 3.36
Time value: 0.25
Break-even: 1,011.00
Moneyness: 1.52
Premium: 0.03
Premium p.a.: 0.44
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -1.48
Omega: 2.44
Rho: 0.36
 

Quote data

Open: 3.67
High: 3.67
Low: 3.67
Previous Close: 3.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.92%
1 Month  
+2.80%
3 Months  
+43.92%
YTD  
+92.15%
1 Year  
+101.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.89 3.49
1M High / 1M Low: 3.92 3.44
6M High / 6M Low: 3.92 1.43
High (YTD): 2024-12-13 3.92
Low (YTD): 2024-04-19 1.25
52W High: 2024-12-13 3.92
52W Low: 2024-04-19 1.25
Avg. price 1W:   3.71
Avg. volume 1W:   0.00
Avg. price 1M:   3.66
Avg. volume 1M:   0.00
Avg. price 6M:   2.62
Avg. volume 6M:   63.57
Avg. price 1Y:   2.13
Avg. volume 1Y:   32.41
Volatility 1M:   48.52%
Volatility 6M:   60.22%
Volatility 1Y:   63.12%
Volatility 3Y:   -