Soc. Generale Call 170 ADI 21.06.2024
/ DE000SV44B59
Soc. Generale Call 170 ADI 21.06..../ DE000SV44B59 /
| 2024-05-02 9:36:26 PM |
Chg.-0.460 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
-14.79% |
2.650
Bid Size: 4,000 |
2.670
Ask Size: 4,000 |
Analog Devices Inc |
170.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV44B5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
2.23 |
| Time value: |
0.27 |
| Break-even: |
183.63 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
0.86 |
| Theta: |
-0.07 |
| Omega: |
6.22 |
| Rho: |
0.18 |
Quote data
| Open: |
2.280 |
| High: |
2.650 |
| Low: |
2.280 |
| Previous Close: |
3.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.33% |
| 1 Month |
|
|
-2.21% |
| 3 Months |
|
|
-3.99% |
| YTD |
|
|
-22.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.230 |
2.770 |
| 1M High / 1M Low: |
3.320 |
1.800 |
| 6M High / 6M Low: |
3.560 |
1.510 |
| High (YTD): |
2024-01-23 |
3.430 |
| Low (YTD): |
2024-04-19 |
1.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.594 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.51% |
| Volatility 6M: |
|
129.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
