Soc. Generale Call 260 ADI 21.03.2025
/ DE000SY0NN13
Soc. Generale Call 260 ADI 21.03..../ DE000SY0NN13 /
2024-07-30 8:25:21 AM |
Chg.-0.01 |
Bid2:37:21 PM |
Ask2:37:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.20EUR |
-0.83% |
1.25 Bid Size: 2,400 |
1.37 Ask Size: 2,400 |
Analog Devices Inc |
260.00 USD |
2025-03-21 |
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: |
2025-03-21 |
Issue date: |
2024-05-21 |
Last trading day: |
2025-03-20 |
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: |
1.20 |
High: |
1.20 |
Low: |
1.20 |
Previous Close: |
1.21 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.81% |
1 Month |
|
|
-4.76% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.46 |
1.06 |
1M High / 1M Low: |
1.72 |
1.06 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
184.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |