Soc. Generale Call 190 ADI 20.09.2024
/ DE000SW1YQ85
Soc. Generale Call 190 ADI 20.09..../ DE000SW1YQ85 /
| 2024-05-31 9:51:32 AM |
Chg.+0.23 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.80EUR |
+6.44% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
190.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YQ8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 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: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.35 |
| Intrinsic value: |
4.10 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
4.10 |
| Time value: |
0.32 |
| Break-even: |
219.34 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.06 |
| Spread %: |
-1.34% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
4.53 |
| Rho: |
0.48 |
Quote data
| Open: |
3.80 |
| High: |
3.80 |
| Low: |
3.80 |
| Previous Close: |
3.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.83% |
| 1 Month |
|
|
+71.95% |
| 3 Months |
|
|
+123.53% |
| YTD |
|
|
+47.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.97 |
3.57 |
| 1M High / 1M Low: |
4.97 |
1.71 |
| 6M High / 6M Low: |
4.97 |
1.27 |
| High (YTD): |
2024-05-23 |
4.97 |
| Low (YTD): |
2024-04-23 |
1.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.95% |
| Volatility 6M: |
|
188.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
