Soc. Generale Call 220 ADI 20.06.2025
/ DE000SU2YT44
Soc. Generale Call 220 ADI 20.06..../ DE000SU2YT44 /
26/09/2024 09:59:18 |
Chg.+0.080 |
Bid10:43:15 |
Ask10:43:15 |
Underlying |
Strike price |
Expiration date |
Option type |
2.910EUR |
+2.83% |
2.950 Bid Size: 2,000 |
3.160 Ask Size: 2,000 |
Analog Devices Inc |
220.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
SU2YT4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
29/11/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.43 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
0.60 |
Time value: |
2.31 |
Break-even: |
226.77 |
Moneyness: |
1.03 |
Premium: |
0.11 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
0.69% |
Delta: |
0.63 |
Theta: |
-0.05 |
Omega: |
4.41 |
Rho: |
0.73 |
Quote data
Open: |
2.900 |
High: |
2.910 |
Low: |
2.900 |
Previous Close: |
2.830 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.65% |
1 Month |
|
|
-0.68% |
3 Months |
|
|
-15.16% |
YTD |
|
|
+29.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.370 |
2.820 |
1M High / 1M Low: |
3.440 |
2.460 |
6M High / 6M Low: |
4.200 |
1.480 |
High (YTD): |
16/07/2024 |
4.200 |
Low (YTD): |
19/04/2024 |
1.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.990 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.918 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.919 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.85% |
Volatility 6M: |
|
140.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |