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Soc. Generale Call 150 ADI 17.01..../  DE000SV6S292  /

EUWAX
2024-05-31  8:59:11 AM Chg.+0.29 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
7.39EUR +4.08% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 150.00 USD 2025-01-17 Call
 

Master data

WKN: SV6S29
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-26
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.64
Leverage: Yes

Calculated values

Fair value: 8.12
Intrinsic value: 7.79
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 7.79
Time value: 0.41
Break-even: 220.27
Moneyness: 1.56
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.02
Omega: 2.55
Rho: 0.80
 

Quote data

Open: 7.39
High: 7.39
Low: 7.39
Previous Close: 7.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.22%
1 Month  
+57.23%
3 Months  
+56.24%
YTD  
+34.61%
1 Year  
+53.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.63 7.10
1M High / 1M Low: 8.59 4.70
6M High / 6M Low: 8.59 4.07
High (YTD): 2024-05-23 8.59
Low (YTD): 2024-04-22 4.07
52W High: 2024-05-23 8.59
52W Low: 2023-10-30 2.73
Avg. price 1W:   7.41
Avg. volume 1W:   0.00
Avg. price 1M:   6.26
Avg. volume 1M:   0.00
Avg. price 6M:   5.06
Avg. volume 6M:   0.00
Avg. price 1Y:   4.79
Avg. volume 1Y:   0.00
Volatility 1M:   140.59%
Volatility 6M:   95.94%
Volatility 1Y:   82.23%
Volatility 3Y:   -