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Soc. Generale Call 160 ADI 20.06..../  DE000SU2YT36  /

EUWAX
2024-12-23  8:29:38 AM Chg.+0.49 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
5.52EUR +9.74% -
Bid Size: -		 -
Ask Size: -		 Analog Devices Inc 160.00 USD 2025-06-20 Call
 

Master data

WKN: SU2YT3
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.52
Leverage: Yes

Calculated values

Fair value: 5.60
Intrinsic value: 5.28
Implied volatility: 0.42
Historic volatility: 0.30
Parity: 5.28
Time value: 0.58
Break-even: 212.38
Moneyness: 1.34
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 0.86%
Delta: 0.89
Theta: -0.04
Omega: 3.13
Rho: 0.61
 

Quote data

Open: 5.52
High: 5.52
Low: 5.52
Previous Close: 5.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.66%
1 Month
  -2.13%
3 Months
  -14.02%
YTD  
+5.95%
1 Year  
+9.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.73 5.03
1M High / 1M Low: 6.63 5.03
6M High / 6M Low: 7.93 4.86
High (YTD): 2024-05-23 8.22
Low (YTD): 2024-04-22 3.93
52W High: 2024-05-23 8.22
52W Low: 2024-04-22 3.93
Avg. price 1W:   5.40
Avg. volume 1W:   0.00
Avg. price 1M:   5.77
Avg. volume 1M:   0.00
Avg. price 6M:   6.42
Avg. volume 6M:   0.00
Avg. price 1Y:   5.83
Avg. volume 1Y:   0.00
Volatility 1M:   99.11%
Volatility 6M:   91.06%
Volatility 1Y:   91.06%
Volatility 3Y:   -