Soc. Generale Call 800 BLK 17.01.2025
/ DE000SQ86UA0
Soc. Generale Call 800 BLK 17.01..../ DE000SQ86UA0 /
| 9/18/2024 8:55:28 AM |
Chg.+0.10 |
Bid10:03:47 AM |
Ask10:03:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+9.17% |
1.18
Bid Size: 5,000 |
1.23
Ask Size: 5,000 |
BlackRock Inc |
800.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
SQ86UA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/16/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.94 |
| Time value: |
0.26 |
| Break-even: |
839.29 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
0.80 |
| Theta: |
-0.22 |
| Omega: |
5.41 |
| Rho: |
1.76 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.53% |
| 1 Month |
|
|
+23.96% |
| 3 Months |
|
|
+120.37% |
| YTD |
|
|
+15.53% |
| 1 Year |
|
|
+116.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
1.01 |
| 1M High / 1M Low: |
1.17 |
0.86 |
| 6M High / 6M Low: |
1.17 |
0.43 |
| High (YTD): |
9/3/2024 |
1.17 |
| Low (YTD): |
6/12/2024 |
0.43 |
| 52W High: |
9/3/2024 |
1.17 |
| 52W Low: |
11/1/2023 |
0.22 |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.73 |
| Avg. volume 6M: |
|
31.01 |
| Avg. price 1Y: |
|
0.69 |
| Avg. volume 1Y: |
|
15.63 |
| Volatility 1M: |
|
83.10% |
| Volatility 6M: |
|
143.63% |
| Volatility 1Y: |
|
127.64% |
| Volatility 3Y: |
|
- |
