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

Frankfurt Zert./SG
9/27/2024  9:50:23 PM Chg.0.000 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
0.560EUR 0.00% 0.560
Bid Size: 7,000		 0.570
Ask Size: 7,000		 Nasdaq Inc 70.00 USD 1/17/2025 Call
 

Master data

WKN: SQ861M
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.59
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.23
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.23
Time value: 0.33
Break-even: 68.23
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.65
Theta: -0.02
Omega: 7.48
Rho: 0.11
 

Quote data

Open: 0.520
High: 0.570
Low: 0.520
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.42%
1 Month  
+14.29%
3 Months  
+211.11%
YTD  
+86.67%
1 Year  
+194.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.560
1M High / 1M Low: 0.680 0.490
6M High / 6M Low: 0.680 0.150
High (YTD): 9/19/2024 0.680
Low (YTD): 7/4/2024 0.150
52W High: 9/19/2024 0.680
52W Low: 7/4/2024 0.150
Avg. price 1W:   0.616
Avg. volume 1W:   0.000
Avg. price 1M:   0.580
Avg. volume 1M:   0.000
Avg. price 6M:   0.332
Avg. volume 6M:   0.000
Avg. price 1Y:   0.281
Avg. volume 1Y:   0.000
Volatility 1M:   137.24%
Volatility 6M:   186.42%
Volatility 1Y:   154.92%
Volatility 3Y:   -