Soc. Generale Call 210 ADI 21.06.2024
/ DE000SV44B75
Soc. Generale Call 210 ADI 21.06..../ DE000SV44B75 /
2024-06-10 2:14:43 PM |
Chg.-0.230 |
Bid2:15:13 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.060EUR |
-10.04% |
2.070 Bid Size: 3,000 |
- Ask Size: - |
Analog Devices Inc |
210.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SV44B7 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
210.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-08 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.32 |
Intrinsic value: |
2.30 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
2.30 |
Time value: |
0.03 |
Break-even: |
218.13 |
Moneyness: |
1.12 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.05 |
Omega: |
9.14 |
Rho: |
0.06 |
Quote data
Open: |
1.920 |
High: |
2.130 |
Low: |
1.910 |
Previous Close: |
2.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.64% |
1 Month |
|
|
+226.98% |
3 Months |
|
|
+171.05% |
YTD |
|
|
+73.11% |
1 Year |
|
|
+53.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.580 |
1.930 |
1M High / 1M Low: |
2.580 |
0.630 |
6M High / 6M Low: |
2.580 |
0.230 |
High (YTD): |
2024-06-06 |
2.580 |
Low (YTD): |
2024-04-22 |
0.230 |
52W High: |
2024-06-06 |
2.580 |
52W Low: |
2024-04-22 |
0.230 |
Avg. price 1W: |
|
2.228 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.663 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.839 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.923 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
585.36% |
Volatility 6M: |
|
336.01% |
Volatility 1Y: |
|
258.60% |
Volatility 3Y: |
|
- |