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Soc. Generale Call 70 NDAQ 17.01..../  DE000SQ861M1  /

Frankfurt Zert./SG
16/08/2024  11:49:26 Chg.+0.020 Bid21:58:05 Ask21:58:05 Underlying Strike price Expiration date Option type
0.420EUR +5.00% 0.450
Bid Size: 6,700		 0.460
Ask Size: 6,700		 Nasdaq Inc 70.00 USD 17/01/2025 Call
 

Master data

WKN: SQ861M
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 70.00 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: 13.77
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -0.02
Time value: 0.46
Break-even: 68.08
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.56
Theta: -0.02
Omega: 7.75
Rho: 0.13
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.44%
1 Month  
+68.00%
3 Months  
+40.00%
YTD  
+40.00%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.390
1M High / 1M Low: 0.500 0.210
6M High / 6M Low: 0.500 0.150
High (YTD): 30/07/2024 0.500
Low (YTD): 04/07/2024 0.150
52W High: 30/07/2024 0.500
52W Low: 04/07/2024 0.150
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.352
Avg. volume 1M:   0.000
Avg. price 6M:   0.263
Avg. volume 6M:   0.000
Avg. price 1Y:   0.247
Avg. volume 1Y:   0.000
Volatility 1M:   375.69%
Volatility 6M:   192.22%
Volatility 1Y:   151.76%
Volatility 3Y:   -