Soc. Generale Call 260 ADI 21.03.2025
/ DE000SY0NN13
Soc. Generale Call 260 ADI 21.03..../ DE000SY0NN13 /
| 7/30/2024 11:12:43 AM |
Chg.-0.080 |
Bid11:54:24 AM |
Ask11:54:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-6.15% |
1.230
Bid Size: 2,500 |
1.350
Ask Size: 2,500 |
Analog Devices Inc |
260.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/21/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
-3.01 |
| Time value: |
1.29 |
| Break-even: |
253.21 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
1.57% |
| Delta: |
0.39 |
| Theta: |
-0.05 |
| Omega: |
6.28 |
| Rho: |
0.44 |
Quote data
| Open: |
1.200 |
| High: |
1.220 |
| Low: |
1.200 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.86% |
| 1 Month |
|
|
-8.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.150 |
| 1M High / 1M Low: |
1.840 |
1.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
