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Soc. Generale Call 750 UU2 17.01..../  DE000SQ86T97  /

Frankfurt Zert./SG
2024-12-23  3:46:15 PM Chg.-0.020 Bid3:46:15 PM Ask- Underlying Strike price Expiration date Option type
2.690EUR -0.74% 2.690
Bid Size: 50,000		 -
Ask Size: -		 BLACKROCK INC. ... 750.00 - 2025-01-17 Call
 

Master data

WKN: SQ86T9
Issuer: Société Générale
Currency: EUR
Underlying: BLACKROCK INC. O.N.
Type: Warrant
Option type: Call
Strike price: 750.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.71
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 2.36
Implied volatility: 1.21
Historic volatility: 0.17
Parity: 2.36
Time value: 0.30
Break-even: 1,016.00
Moneyness: 1.31
Premium: 0.03
Premium p.a.: 0.55
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -1.51
Omega: 3.14
Rho: 0.39
 

Quote data

Open: 2.660
High: 2.710
Low: 2.660
Previous Close: 2.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.33%
1 Month
  -2.54%
3 Months  
+49.44%
YTD  
+122.31%
1 Year  
+135.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.000 2.590
1M High / 1M Low: 3.050 2.540
6M High / 6M Low: 3.050 0.760
High (YTD): 2024-12-11 3.050
Low (YTD): 2024-06-11 0.650
52W High: 2024-12-11 3.050
52W Low: 2024-06-11 0.650
Avg. price 1W:   2.774
Avg. volume 1W:   0.000
Avg. price 1M:   2.772
Avg. volume 1M:   0.000
Avg. price 6M:   1.811
Avg. volume 6M:   0.000
Avg. price 1Y:   1.397
Avg. volume 1Y:   4.307
Volatility 1M:   58.72%
Volatility 6M:   79.16%
Volatility 1Y:   84.24%
Volatility 3Y:   -