Soc. Generale Call 190 ADI 20.09.2024
/ DE000SW1YQ85
Soc. Generale Call 190 ADI 20.09..../ DE000SW1YQ85 /
| 2024-06-06 5:47:13 PM |
Chg.+0.150 |
Bid6:33:59 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.670EUR |
+3.32% |
4.610
Bid Size: 50,000 |
-
Ask Size: - |
Analog Devices Inc |
190.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YQ8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.43 |
| Intrinsic value: |
4.20 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.24 |
| Parity: |
4.20 |
| Time value: |
0.21 |
| Break-even: |
218.83 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.18 |
| Spread %: |
-3.92% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
4.80 |
| Rho: |
0.49 |
Quote data
| Open: |
4.310 |
| High: |
4.670 |
| Low: |
4.250 |
| Previous Close: |
4.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.17% |
| 1 Month |
|
|
+109.42% |
| 3 Months |
|
|
+165.34% |
| YTD |
|
|
+81.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.520 |
4.020 |
| 1M High / 1M Low: |
4.720 |
2.230 |
| 6M High / 6M Low: |
4.720 |
1.290 |
| High (YTD): |
2024-05-22 |
4.720 |
| Low (YTD): |
2024-04-19 |
1.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.226 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.50% |
| Volatility 6M: |
|
159.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
