Soc. Generale Call 270 ADI 20.09.2024
/ DE000SY0S4F7
Soc. Generale Call 270 ADI 20.09..../ DE000SY0S4F7 /
| 2024-07-05 9:48:04 PM |
Chg.+0.050 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+31.25% |
0.220
Bid Size: 10,000 |
0.230
Ask Size: 10,000 |
Analog Devices Inc |
270.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SY0S4F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
96.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-3.61 |
| Time value: |
0.22 |
| Break-even: |
251.29 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.15 |
| Theta: |
-0.05 |
| Omega: |
14.89 |
| Rho: |
0.06 |
Quote data
| Open: |
0.150 |
| High: |
0.220 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-46.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.160 |
| 1M High / 1M Low: |
0.410 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
