Soc. Generale Call 190 ADI 20.09.2024
/ DE000SW1YQ85
Soc. Generale Call 190 ADI 20.09..../ DE000SW1YQ85 /
| 2024-06-20 9:51:10 AM |
Chg.+0.07 |
Bid2:19:14 PM |
Ask2:19:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.35EUR |
+1.64% |
4.30
Bid Size: 1,000 |
-
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: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.42 |
| Intrinsic value: |
4.22 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
4.22 |
| Time value: |
0.28 |
| Break-even: |
221.79 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
4.52 |
| Rho: |
0.40 |
Quote data
| Open: |
4.35 |
| High: |
4.35 |
| Low: |
4.35 |
| Previous Close: |
4.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.81% |
| 1 Month |
|
|
+58.18% |
| 3 Months |
|
|
+178.85% |
| YTD |
|
|
+69.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.57 |
3.93 |
| 1M High / 1M Low: |
4.97 |
2.75 |
| 6M High / 6M Low: |
4.97 |
1.27 |
| High (YTD): |
2024-05-23 |
4.97 |
| Low (YTD): |
2024-04-23 |
1.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.82% |
| Volatility 6M: |
|
183.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
