Soc. Generale Call 170 ADI 20.09.2024
/ DE000SW1YQ77
Soc. Generale Call 170 ADI 20.09..../ DE000SW1YQ77 /
| 2024-05-31 9:45:06 PM |
Chg.+0.230 |
Bid9:59:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.900EUR |
+4.06% |
6.130
Bid Size: 3,000 |
-
Ask Size: - |
Analog Devices Inc |
170.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YQ7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.13 |
| Intrinsic value: |
5.94 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
5.94 |
| Time value: |
0.23 |
| Break-even: |
218.40 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
3.40 |
| Rho: |
0.45 |
Quote data
| Open: |
5.370 |
| High: |
6.040 |
| Low: |
5.290 |
| Previous Close: |
5.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.83% |
| 1 Month |
|
|
+64.35% |
| 3 Months |
|
|
+82.10% |
| YTD |
|
|
+57.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.920 |
5.670 |
| 1M High / 1M Low: |
6.470 |
3.090 |
| 6M High / 6M Low: |
6.470 |
2.330 |
| High (YTD): |
2024-05-22 |
6.470 |
| Low (YTD): |
2024-04-19 |
2.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.380 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.19% |
| Volatility 6M: |
|
120.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
