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Soc. Generale Call 190 ADI 20.12..../  DE000SU2S8G2  /

Frankfurt Zert./SG
2024-06-06  3:45:33 PM Chg.-0.130 Bid3:48:28 PM Ask3:48:28 PM Underlying Strike price Expiration date Option type
4.820EUR -2.63% 4.840
Bid Size: 50,000		 4.860
Ask Size: 50,000		 Analog Devices Inc 190.00 USD 2024-12-20 Call
 

Master data

WKN: SU2S8G
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.33
Leverage: Yes

Calculated values

Fair value: 4.69
Intrinsic value: 4.20
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 4.20
Time value: 0.81
Break-even: 224.83
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.40%
Delta: 0.85
Theta: -0.05
Omega: 3.69
Rho: 0.73
 

Quote data

Open: 4.790
High: 4.820
Low: 4.720
Previous Close: 4.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.30%
1 Month  
+79.18%
3 Months  
+115.18%
YTD  
+65.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.950 4.410
1M High / 1M Low: 5.080 2.690
6M High / 6M Low: 5.080 1.750
High (YTD): 2024-05-22 5.080
Low (YTD): 2024-04-19 1.750
52W High: - -
52W Low: - -
Avg. price 1W:   4.620
Avg. volume 1W:   0.000
Avg. price 1M:   3.864
Avg. volume 1M:   0.000
Avg. price 6M:   2.653
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.24%
Volatility 6M:   128.42%
Volatility 1Y:   -
Volatility 3Y:   -