Soc. Generale Call 230 ADI 20.09.2024
/ DE000SW1YRA3
Soc. Generale Call 230 ADI 20.09..../ DE000SW1YRA3 /
| 2024-05-31 9:39:51 PM |
Chg.+0.110 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
+7.59% |
1.720
Bid Size: 5,000 |
1.730
Ask Size: 5,000 |
Analog Devices Inc |
230.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YRA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 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: |
12.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.41 |
| Time value: |
1.34 |
| Break-even: |
229.51 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.61 |
| Theta: |
-0.07 |
| Omega: |
7.49 |
| Rho: |
0.35 |
Quote data
| Open: |
1.360 |
| High: |
1.580 |
| Low: |
1.320 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.88% |
| 1 Month |
|
|
+151.61% |
| 3 Months |
|
|
+164.41% |
| YTD |
|
|
+65.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.430 |
| 1M High / 1M Low: |
1.930 |
0.480 |
| 6M High / 6M Low: |
1.930 |
0.300 |
| High (YTD): |
2024-05-22 |
1.930 |
| Low (YTD): |
2024-04-19 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.673 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
405.63% |
| Volatility 6M: |
|
257.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
