Soc. Generale Call 260 ADI 21.03.2025
/ DE000SY0NN13
Soc. Generale Call 260 ADI 21.03..../ DE000SY0NN13 /
| 08/10/2024 21:37:35 |
Chg.+0.160 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+18.39% |
1.000
Bid Size: 3,000 |
1.010
Ask Size: 3,000 |
Analog Devices Inc |
260.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SY0NN1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
21/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-3.05 |
| Time value: |
0.96 |
| Break-even: |
246.52 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.34 |
| Theta: |
-0.06 |
| Omega: |
7.30 |
| Rho: |
0.27 |
Quote data
| Open: |
0.870 |
| High: |
1.030 |
| Low: |
0.860 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.62% |
| 1 Month |
|
|
+30.38% |
| 3 Months |
|
|
-30.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.840 |
| 1M High / 1M Low: |
1.190 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
