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Soc. Generale Call 750 BLK 17.01..../  DE000SQ86T97  /

Frankfurt Zert./SG
17/09/2024  21:35:47 Chg.+0.080 Bid08:49:49 Ask08:49:49 Underlying Strike price Expiration date Option type
1.510EUR +5.59% 1.550
Bid Size: 4,000		 1.620
Ask Size: 4,000		 BlackRock Inc 750.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86T9
Issuer: Société Générale
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Call
Strike price: 750.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.18
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.39
Implied volatility: 0.33
Historic volatility: 0.17
Parity: 1.39
Time value: 0.18
Break-even: 831.34
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 1.95%
Delta: 0.87
Theta: -0.18
Omega: 4.53
Rho: 1.84
 

Quote data

Open: 1.450
High: 1.560
Low: 1.450
Previous Close: 1.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.53%
1 Month  
+15.27%
3 Months  
+91.14%
YTD  
+24.79%
1 Year  
+125.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.510 1.330
1M High / 1M Low: 1.510 1.180
6M High / 6M Low: 1.510 0.650
High (YTD): 17/09/2024 1.510
Low (YTD): 11/06/2024 0.650
52W High: 17/09/2024 1.510
52W Low: 30/10/2023 0.270
Avg. price 1W:   1.424
Avg. volume 1W:   0.000
Avg. price 1M:   1.366
Avg. volume 1M:   0.000
Avg. price 6M:   1.020
Avg. volume 6M:   0.000
Avg. price 1Y:   0.912
Avg. volume 1Y:   4.273
Volatility 1M:   84.71%
Volatility 6M:   91.75%
Volatility 1Y:   98.32%
Volatility 3Y:   -