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

EUWAX
2024-05-17  10:11:53 AM Chg.-0.07 Bid7:37:22 PM Ask7:37:22 PM Underlying Strike price Expiration date Option type
0.94EUR -6.93% 0.98
Bid Size: 100,000		 1.00
Ask Size: 100,000		 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: 19.70
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -2.38
Time value: 1.00
Break-even: 230.84
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: 7.50
Rho: 0.44
 

Quote data

Open: 0.94
High: 0.94
Low: 0.94
Previous Close: 1.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.77%
1 Month  
+70.91%
3 Months  
+88.00%
YTD  
+2.17%
1 Year
  -29.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.01 0.73
1M High / 1M Low: 1.01 0.40
6M High / 6M Low: 1.01 0.40
High (YTD): 2024-05-16 1.01
Low (YTD): 2024-04-23 0.40
52W High: 2023-05-18 1.46
52W Low: 2023-10-31 0.27
Avg. price 1W:   0.84
Avg. volume 1W:   0.00
Avg. price 1M:   0.65
Avg. volume 1M:   0.00
Avg. price 6M:   0.62
Avg. volume 6M:   0.00
Avg. price 1Y:   0.73
Avg. volume 1Y:   0.00
Volatility 1M:   220.58%
Volatility 6M:   190.08%
Volatility 1Y:   166.07%
Volatility 3Y:   -