Soc. Generale Call 260 ADI 16.01.2026
/ DE000SY0LM08
Soc. Generale Call 260 ADI 16.01..../ DE000SY0LM08 /
14/08/2024 09:52:30 |
Chg.+0.14 |
Bid20:17:07 |
Ask20:17:07 |
Underlying |
Strike price |
Expiration date |
Option type |
2.12EUR |
+7.07% |
2.04 Bid Size: 60,000 |
2.07 Ask Size: 60,000 |
Analog Devices Inc |
260.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
SY0LM0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Analog Devices Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
20/05/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.26 |
Parity: |
-3.82 |
Time value: |
2.22 |
Break-even: |
258.65 |
Moneyness: |
0.84 |
Premium: |
0.30 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.03 |
Spread %: |
1.37% |
Delta: |
0.46 |
Theta: |
-0.04 |
Omega: |
4.08 |
Rho: |
0.98 |
Quote data
Open: |
2.12 |
High: |
2.12 |
Low: |
2.12 |
Previous Close: |
1.98 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.10% |
1 Month |
|
|
-23.47% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.08 |
1.60 |
1M High / 1M Low: |
3.13 |
1.60 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |