OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
17/05/2024  11:04:20 Chg.-0.026 Bid12:01:04 Ask12:01:04 Underlying Strike price Expiration date Option type
0.058EUR -30.95% 0.060
Bid Size: 10,000		 0.120
Ask Size: 10,000		 Analog Devices Inc 240.00 USD 21/06/2024 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: 21/06/2024
Issue date: 21/02/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 221.37
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -2.38
Time value: 0.09
Break-even: 221.73
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 2.43
Spread abs.: 0.01
Spread %: 12.66%
Delta: 0.11
Theta: -0.05
Omega: 24.56
Rho: 0.02
 

Quote data

Open: 0.049
High: 0.058
Low: 0.049
Previous Close: 0.084
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month  
+5.45%
3 Months
  -55.38%
YTD
  -85.13%
1 Year
  -93.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.054
1M High / 1M Low: 0.100 0.029
6M High / 6M Low: 0.420 0.029
High (YTD): 23/01/2024 0.320
Low (YTD): 22/04/2024 0.029
52W High: 18/05/2023 0.990
52W Low: 22/04/2024 0.029
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   0.000
Avg. price 1Y:   0.333
Avg. volume 1Y:   0.000
Volatility 1M:   416.45%
Volatility 6M:   334.01%
Volatility 1Y:   265.75%
Volatility 3Y:   -