Soc. Generale Call 270 ADI 16.01.2026
/ DE000SY0S4H3
Soc. Generale Call 270 ADI 16.01..../ DE000SY0S4H3 /
| 09/10/2024 17:29:53 |
Chg.+0.100 |
Bid18:01:30 |
Ask18:01:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.270EUR |
+4.61% |
2.270
Bid Size: 60,000 |
2.290
Ask Size: 60,000 |
Analog Devices Inc |
270.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
SY0S4H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
23/05/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-3.70 |
| Time value: |
2.16 |
| Break-even: |
267.60 |
| Moneyness: |
0.85 |
| Premium: |
0.28 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.45 |
| Theta: |
-0.04 |
| Omega: |
4.33 |
| Rho: |
0.92 |
Quote data
| Open: |
2.030 |
| High: |
2.270 |
| Low: |
1.980 |
| Previous Close: |
2.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.57% |
| 1 Month |
|
|
+20.11% |
| 3 Months |
|
|
-9.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.170 |
2.040 |
| 1M High / 1M Low: |
2.390 |
1.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
