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Soc. Generale Call 240 ADI 21.06..../  DE000SV1BX28  /

Frankfurt Zert./SG
2024-06-10  9:32:13 AM Chg.-0.050 Bid9:51:58 AM Ask9:51:58 AM Underlying Strike price Expiration date Option type
0.200EUR -20.00% 0.200
Bid Size: 10,000		 0.340
Ask Size: 10,000		 Analog Devices Inc 240.00 USD 2024-06-21 Call
 

Master data

WKN: SV1BX2
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2024-06-21
Issue date: 2023-02-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 83.60
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -0.48
Time value: 0.26
Break-even: 224.79
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 1.57
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.35
Theta: -0.17
Omega: 29.54
Rho: 0.03
 

Quote data

Open: 0.160
High: 0.200
Low: 0.160
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+270.37%
3 Months  
+5.26%
YTD
  -48.72%
1 Year
  -68.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.180
1M High / 1M Low: 0.590 0.054
6M High / 6M Low: 0.590 0.029
High (YTD): 2024-05-22 0.590
Low (YTD): 2024-04-22 0.029
52W High: 2023-08-01 0.940
52W Low: 2024-04-22 0.029
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.217
Avg. volume 1M:   0.000
Avg. price 6M:   0.171
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   2,010.80%
Volatility 6M:   855.11%
Volatility 1Y:   615.76%
Volatility 3Y:   -