Soc. Generale Call 250 ADI 20.12.2024
/ DE000SW8W8F8
Soc. Generale Call 250 ADI 20.12..../ DE000SW8W8F8 /
| 30/07/2024 09:52:14 |
Chg.+0.020 |
Bid20:32:50 |
Ask20:32:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+2.06% |
1.020
Bid Size: 100,000 |
1.030
Ask Size: 100,000 |
Analog Devices Inc |
250.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SW8W8F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
-2.09 |
| Time value: |
1.08 |
| Break-even: |
241.87 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
1.89% |
| Delta: |
0.39 |
| Theta: |
-0.07 |
| Omega: |
7.59 |
| Rho: |
0.28 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.10% |
| 1 Month |
|
|
-8.33% |
| 3 Months |
|
|
+57.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.810 |
| 1M High / 1M Low: |
1.500 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
