Soc. Generale Call 150 ADI 17.01.2025
/ DE000SV6S292
Soc. Generale Call 150 ADI 17.01..../ DE000SV6S292 /
| 2024-05-20 8:58:31 AM |
Chg.0.00 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.09EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
150.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SV6S29 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-26 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.27 |
| Intrinsic value: |
5.89 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
5.89 |
| Time value: |
0.48 |
| Break-even: |
201.66 |
| Moneyness: |
1.43 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
2.92 |
| Rho: |
0.81 |
Quote data
| Open: |
6.09 |
| High: |
6.09 |
| Low: |
6.09 |
| Previous Close: |
6.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.36% |
| 1 Month |
|
|
+45.00% |
| 3 Months |
|
|
+37.78% |
| YTD |
|
|
+10.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.21 |
5.62 |
| 1M High / 1M Low: |
6.21 |
4.07 |
| 6M High / 6M Low: |
6.21 |
4.07 |
| High (YTD): |
2024-05-16 |
6.21 |
| Low (YTD): |
2024-04-22 |
4.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.36% |
| Volatility 6M: |
|
78.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
