Soc. Generale Call 210 ADI 21.03..../  DE000SW7K7D0  /

Frankfurt Zert./SG
2024-12-23  12:03:14 PM Chg.-0.010 Bid1:06:50 PM Ask1:06:50 PM Underlying Strike price Expiration date Option type
1.550EUR -0.64% 1.550
Bid Size: 2,000
1.720
Ask Size: 2,000
Analog Devices Inc 210.00 USD 2025-03-21 Call
 

Master data

WKN: SW7K7D
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-12
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.93
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.17
Implied volatility: 0.36
Historic volatility: 0.30
Parity: 0.17
Time value: 1.40
Break-even: 216.98
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 1.29%
Delta: 0.57
Theta: -0.09
Omega: 7.36
Rho: 0.24
 

Quote data

Open: 1.540
High: 1.590
Low: 1.540
Previous Close: 1.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.85%
1 Month
  -18.85%
3 Months
  -46.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.910 1.460
1M High / 1M Low: 2.410 1.460
6M High / 6M Low: 4.370 1.460
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.624
Avg. volume 1W:   0.000
Avg. price 1M:   1.895
Avg. volume 1M:   0.000
Avg. price 6M:   2.826
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.99%
Volatility 6M:   160.69%
Volatility 1Y:   -
Volatility 3Y:   -