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Soc. Generale Call 850 BLK 17.01..../  DE000SQ86UB8  /

Frankfurt Zert./SG
8/15/2024  9:35:28 PM Chg.+0.080 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
0.660EUR +13.79% 0.640
Bid Size: 7,000		 0.660
Ask Size: 7,000		 BlackRock Inc 850.00 USD 1/17/2025 Call
 

Master data

WKN: SQ86UB
Issuer: Société Générale
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Call
Strike price: 850.00 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: 12.98
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.07
Implied volatility: 0.25
Historic volatility: 0.17
Parity: 0.07
Time value: 0.53
Break-even: 831.91
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 3.45%
Delta: 0.59
Theta: -0.20
Omega: 7.67
Rho: 1.70
 

Quote data

Open: 0.580
High: 0.660
Low: 0.580
Previous Close: 0.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month  
+20.00%
3 Months  
+37.50%
YTD
  -14.29%
1 Year  
+88.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.540
1M High / 1M Low: 0.750 0.490
6M High / 6M Low: 0.760 0.270
High (YTD): 3/21/2024 0.760
Low (YTD): 6/11/2024 0.270
52W High: 12/28/2023 0.780
52W Low: 11/1/2023 0.140
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.594
Avg. volume 1M:   0.000
Avg. price 6M:   0.491
Avg. volume 6M:   0.000
Avg. price 1Y:   0.446
Avg. volume 1Y:   0.000
Volatility 1M:   137.58%
Volatility 6M:   122.16%
Volatility 1Y:   123.37%
Volatility 3Y:   -