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Soc. Generale Call 900 BLK 17.01..../  DE000SQ86UC6  /

EUWAX
18/09/2024  08:55:28 Chg.+0.070 Bid10:30:31 Ask10:30:31 Underlying Strike price Expiration date Option type
0.560EUR +14.29% 0.570
Bid Size: 7,000		 0.600
Ask Size: 7,000		 BlackRock Inc 900.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86UC
Issuer: Société Générale
Currency: EUR
Underlying: BlackRock Inc
Type: Warrant
Option type: Call
Strike price: 900.00 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: 14.52
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.04
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 0.04
Time value: 0.52
Break-even: 865.20
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.57
Theta: -0.24
Omega: 8.32
Rho: 1.36
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month  
+43.59%
3 Months  
+229.41%
YTD  
+5.66%
1 Year  
+143.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.430
1M High / 1M Low: 0.540 0.330
6M High / 6M Low: 0.540 0.130
High (YTD): 03/09/2024 0.540
Low (YTD): 12/06/2024 0.130
52W High: 03/09/2024 0.540
52W Low: 31/10/2023 0.078
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.426
Avg. volume 1M:   0.000
Avg. price 6M:   0.298
Avg. volume 6M:   23.907
Avg. price 1Y:   0.288
Avg. volume 1Y:   58.922
Volatility 1M:   126.25%
Volatility 6M:   153.14%
Volatility 1Y:   148.24%
Volatility 3Y:   -