Soc. Generale Call 200 ADI 16.01..../  DE000SW8QMW9  /

EUWAX
23/12/2024  09:19:24 Chg.+0.45 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
3.78EUR +13.51% -
Bid Size: -
-
Ask Size: -
Analog Devices Inc 200.00 USD 16/01/2026 Call
 

Master data

WKN: SW8QMW
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 16/01/2026
Issue date: 08/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.40
Leverage: Yes

Calculated values

Fair value: 3.32
Intrinsic value: 1.13
Implied volatility: 0.36
Historic volatility: 0.30
Parity: 1.13
Time value: 2.63
Break-even: 229.29
Moneyness: 1.06
Premium: 0.13
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 0.53%
Delta: 0.66
Theta: -0.04
Omega: 3.58
Rho: 1.03
 

Quote data

Open: 3.78
High: 3.78
Low: 3.78
Previous Close: 3.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month
  -2.33%
3 Months
  -18.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.92 3.33
1M High / 1M Low: 4.56 3.33
6M High / 6M Low: 6.01 3.33
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.68
Avg. volume 1W:   0.00
Avg. price 1M:   3.91
Avg. volume 1M:   0.00
Avg. price 6M:   4.63
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.80%
Volatility 6M:   106.03%
Volatility 1Y:   -
Volatility 3Y:   -