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Soc. Generale Call 150 ADI 17.01..../  DE000SV6S292  /

EUWAX
6/14/2024  9:02:07 AM Chg.-0.34 Bid12:47:51 PM Ask12:47:51 PM Underlying Strike price Expiration date Option type
7.88EUR -4.14% 7.89
Bid Size: 1,000		 -
Ask Size: -		 Analog Devices Inc 150.00 USD 1/17/2025 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: 1/17/2025
Issue date: 5/26/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.65
Leverage: Yes

Calculated values

Fair value: 8.13
Intrinsic value: 7.83
Implied volatility: 0.37
Historic volatility: 0.24
Parity: 7.83
Time value: 0.40
Break-even: 222.00
Moneyness: 1.56
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.02
Omega: 2.55
Rho: 0.76
 

Quote data

Open: 7.88
High: 7.88
Low: 7.88
Previous Close: 8.22
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.96%
1 Month  
+39.22%
3 Months  
+51.25%
YTD  
+43.53%
1 Year  
+43.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.22 7.85
1M High / 1M Low: 8.59 5.66
6M High / 6M Low: 8.59 4.07
High (YTD): 5/23/2024 8.59
Low (YTD): 4/22/2024 4.07
52W High: 5/23/2024 8.59
52W Low: 10/30/2023 2.73
Avg. price 1W:   8.06
Avg. volume 1W:   0.00
Avg. price 1M:   7.27
Avg. volume 1M:   0.00
Avg. price 6M:   5.30
Avg. volume 6M:   0.00
Avg. price 1Y:   4.90
Avg. volume 1Y:   0.00
Volatility 1M:   141.06%
Volatility 6M:   94.29%
Volatility 1Y:   81.32%
Volatility 3Y:   -