Soc. Generale Call 170 ADI 20.12.2024
/ DE000SU2S8F4
Soc. Generale Call 170 ADI 20.12..../ DE000SU2S8F4 /
| 06/06/2024 21:45:37 |
Chg.+0.200 |
Bid21:59:09 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.730EUR |
+3.06% |
6.700
Bid Size: 3,000 |
-
Ask Size: - |
Analog Devices Inc |
170.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2S8F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.38 |
| Intrinsic value: |
6.04 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
6.04 |
| Time value: |
0.54 |
| Break-even: |
222.14 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.04 |
| Omega: |
3.03 |
| Rho: |
0.72 |
Quote data
| Open: |
6.250 |
| High: |
6.730 |
| Low: |
6.180 |
| Previous Close: |
6.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.35% |
| 1 Month |
|
|
+69.10% |
| 3 Months |
|
|
+103.32% |
| YTD |
|
|
+65.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.530 |
5.990 |
| 1M High / 1M Low: |
6.660 |
3.980 |
| 6M High / 6M Low: |
6.660 |
2.710 |
| High (YTD): |
22/05/2024 |
6.660 |
| Low (YTD): |
19/04/2024 |
2.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.319 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.827 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.70% |
| Volatility 6M: |
|
104.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
