Soc. Generale Call 220 ADI 21.03.2025
/ DE000SW3PJ42
Soc. Generale Call 220 ADI 21.03..../ DE000SW3PJ42 /
| 2024-12-23 12:07:32 PM |
Chg.0.000 |
Bid12:41:11 PM |
Ask12:41:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
0.00% |
1.080
Bid Size: 3,000 |
1.210
Ask Size: 3,000 |
Analog Devices Inc |
220.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW3PJ4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-0.79 |
| Time value: |
1.11 |
| Break-even: |
221.96 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.46 |
| Theta: |
-0.08 |
| Omega: |
8.44 |
| Rho: |
0.20 |
Quote data
| Open: |
1.090 |
| High: |
1.120 |
| Low: |
1.080 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.58% |
| 1 Month |
|
|
-24.83% |
| 3 Months |
|
|
-53.81% |
| YTD |
|
|
-43.81% |
| 1 Year |
|
|
-40.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.000 |
| 1M High / 1M Low: |
1.870 |
1.000 |
| 6M High / 6M Low: |
3.760 |
1.000 |
| High (YTD): |
2024-07-16 |
3.760 |
| Low (YTD): |
2024-12-18 |
1.000 |
| 52W High: |
2024-07-16 |
3.760 |
| 52W Low: |
2024-12-18 |
1.000 |
| Avg. price 1W: |
|
1.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.113 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
206.34% |
| Volatility 6M: |
|
178.74% |
| Volatility 1Y: |
|
161.93% |
| Volatility 3Y: |
|
- |
