Soc. Generale Call 260 ADI 20.09.2024
/ DE000SY0LBC0
Soc. Generale Call 260 ADI 20.09..../ DE000SY0LBC0 /
| 2024-07-30 9:39:07 PM |
Chg.-0.060 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-21.43% |
0.230
Bid Size: 10,000 |
0.240
Ask Size: 10,000 |
Analog Devices Inc |
260.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SY0LBC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-3.01 |
| Time value: |
0.28 |
| Break-even: |
243.11 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
1.78 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.19 |
| Theta: |
-0.08 |
| Omega: |
14.23 |
| Rho: |
0.05 |
Quote data
| Open: |
0.230 |
| High: |
0.250 |
| Low: |
0.220 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
-35.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.220 |
| 1M High / 1M Low: |
0.620 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
345.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
