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Soc. Generale Call 240 ADI 17.01..../  DE000SV2ZFC0  /

EUWAX
2024-05-20  10:36:07 AM Chg.-0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.930EUR -1.06% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 240.00 USD 2025-01-17 Call
 

Master data

WKN: SV2ZFC
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-03
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.69
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -2.38
Time value: 1.00
Break-even: 230.74
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 2.04%
Delta: 0.38
Theta: -0.04
Omega: 7.49
Rho: 0.43
 

Quote data

Open: 0.940
High: 0.940
Low: 0.930
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.72%
1 Month  
+116.28%
3 Months  
+89.80%
YTD  
+1.09%
1 Year
  -33.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.790
1M High / 1M Low: 1.010 0.400
6M High / 6M Low: 1.010 0.400
High (YTD): 2024-05-16 1.010
Low (YTD): 2024-04-23 0.400
52W High: 2023-08-01 1.400
52W Low: 2023-10-31 0.270
Avg. price 1W:   0.882
Avg. volume 1W:   0.000
Avg. price 1M:   0.686
Avg. volume 1M:   0.000
Avg. price 6M:   0.625
Avg. volume 6M:   0.000
Avg. price 1Y:   0.726
Avg. volume 1Y:   0.000
Volatility 1M:   215.72%
Volatility 6M:   190.21%
Volatility 1Y:   166.56%
Volatility 3Y:   -