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Soc. Generale Call 230 ADI 20.09..../  DE000SW1YRA3  /

Frankfurt Zert./SG
06/06/2024  20:23:37 Chg.+0.100 Bid21:12:41 Ask21:12:41 Underlying Strike price Expiration date Option type
1.850EUR +5.71% 1.890
Bid Size: 70,000		 1.900
Ask Size: 70,000		 Analog Devices Inc 230.00 USD 20/09/2024 Call
 

Master data

WKN: SW1YRA
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 230.00 USD
Maturity: 20/09/2024
Issue date: 07/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.97
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 0.52
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.52
Time value: 1.29
Break-even: 229.61
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 0.56%
Delta: 0.62
Theta: -0.08
Omega: 7.37
Rho: 0.34
 

Quote data

Open: 1.670
High: 1.860
Low: 1.620
Previous Close: 1.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.59%
1 Month  
+208.33%
3 Months  
+270.00%
YTD  
+96.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.750 1.450
1M High / 1M Low: 1.930 0.600
6M High / 6M Low: 1.930 0.300
High (YTD): 22/05/2024 1.930
Low (YTD): 19/04/2024 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   1.546
Avg. volume 1W:   0.000
Avg. price 1M:   1.160
Avg. volume 1M:   0.000
Avg. price 6M:   0.699
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   400.06%
Volatility 6M:   258.06%
Volatility 1Y:   -
Volatility 3Y:   -