Soc. Generale Call 250 ADI 21.03.2025
/ DE000SW8W8G6
Soc. Generale Call 250 ADI 21.03..../ DE000SW8W8G6 /
2024-05-24 9:51:23 AM |
Chg.-0.37 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.03EUR |
-15.42% |
- Bid Size: - |
- Ask Size: - |
Analog Devices Inc |
250.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
SW8W8G |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-11 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
-1.61 |
Time value: |
1.99 |
Break-even: |
250.38 |
Moneyness: |
0.93 |
Premium: |
0.17 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
1.02% |
Delta: |
0.50 |
Theta: |
-0.05 |
Omega: |
5.34 |
Rho: |
0.71 |
Quote data
Open: |
2.03 |
High: |
2.03 |
Low: |
2.03 |
Previous Close: |
2.40 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+75.00% |
1 Month |
|
|
+178.08% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.40 |
1.16 |
1M High / 1M Low: |
2.40 |
0.73 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
384.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |