Soc. Generale Call 200 ADI 20.06.2025
/ DE000SU2YMN7
Soc. Generale Call 200 ADI 20.06..../ DE000SU2YMN7 /
| 05/08/2024 21:40:10 |
Chg.-0.310 |
Bid21:59:33 |
Ask21:59:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.870EUR |
-9.75% |
2.890
Bid Size: 2,000 |
2.910
Ask Size: 2,000 |
Analog Devices Inc |
200.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
SU2YMN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
0.73 |
| Time value: |
2.42 |
| Break-even: |
214.80 |
| Moneyness: |
1.04 |
| Premium: |
0.13 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.64% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
3.92 |
| Rho: |
0.80 |
Quote data
| Open: |
2.470 |
| High: |
3.160 |
| Low: |
2.340 |
| Previous Close: |
3.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.83% |
| 1 Month |
|
|
-37.20% |
| 3 Months |
|
|
-4.65% |
| YTD |
|
|
-5.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.610 |
2.870 |
| 1M High / 1M Low: |
5.430 |
2.870 |
| 6M High / 6M Low: |
5.430 |
2.110 |
| High (YTD): |
16/07/2024 |
5.430 |
| Low (YTD): |
19/04/2024 |
2.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.565 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.67% |
| Volatility 6M: |
|
115.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
