Soc. Generale Call 240 ADI 21.06.2024
/ DE000SV1BX28
Soc. Generale Call 240 ADI 21.06..../ DE000SV1BX28 /
| 2024-05-31 9:37:44 PM |
Chg.+0.050 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+25.00% |
0.340
Bid Size: 8,900 |
0.350
Ask Size: 8,900 |
Analog Devices Inc |
240.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV1BX2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.51 |
| Time value: |
0.36 |
| Break-even: |
224.83 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.38 |
| Theta: |
-0.14 |
| Omega: |
23.02 |
| Rho: |
0.04 |
Quote data
| Open: |
0.150 |
| High: |
0.250 |
| Low: |
0.140 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.88% |
| 1 Month |
|
|
+228.95% |
| 3 Months |
|
|
+78.57% |
| YTD |
|
|
-35.90% |
| 1 Year |
|
|
-60.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.200 |
| 1M High / 1M Low: |
0.590 |
0.037 |
| 6M High / 6M Low: |
0.590 |
0.029 |
| High (YTD): |
2024-05-22 |
0.590 |
| Low (YTD): |
2024-04-22 |
0.029 |
| 52W High: |
2023-08-01 |
0.940 |
| 52W Low: |
2024-04-22 |
0.029 |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.312 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
1,932.92% |
| Volatility 6M: |
|
841.68% |
| Volatility 1Y: |
|
605.89% |
| Volatility 3Y: |
|
- |
