Soc. Generale Call 210 ADI 20.09.2024
/ DE000SW1YQ93
Soc. Generale Call 210 ADI 20.09..../ DE000SW1YQ93 /
| 6/7/2024 9:54:54 AM |
Chg.+0.20 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
+7.02% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
210.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW1YQ9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
2.29 |
| Time value: |
0.71 |
| Break-even: |
224.42 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.67% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
5.69 |
| Rho: |
0.40 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
3.05 |
| Previous Close: |
2.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.03% |
| 1 Month |
|
|
+158.47% |
| 3 Months |
|
|
+140.16% |
| YTD |
|
|
+88.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.05 |
2.56 |
| 1M High / 1M Low: |
3.51 |
1.18 |
| 6M High / 6M Low: |
3.51 |
0.62 |
| High (YTD): |
5/23/2024 |
3.51 |
| Low (YTD): |
4/23/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.28% |
| Volatility 6M: |
|
257.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
