Soc. Generale Call 0.9 VOD 21.03..../  DE000SY0D0E5  /

EUWAX
11/12/2024  9:45:06 AM Chg.-0.027 Bid9:25:54 PM Ask9:25:54 PM Underlying Strike price Expiration date Option type
0.022EUR -55.10% 0.009
Bid Size: 10,000
0.210
Ask Size: 10,000
Vodafone Group PLC O... 0.90 GBP 3/21/2025 Call
 

Master data

WKN: SY0D0E
Issuer: Société Générale
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Call
Strike price: 0.90 GBP
Maturity: 3/21/2025
Issue date: 5/15/2024
Last trading day: 3/20/2025
Ratio: 1:10
Exercise type: American
Quanto: No
Gearing: 33.35
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -2.20
Time value: 0.26
Break-even: 1.11
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 1.03
Spread abs.: 0.21
Spread %: 400.00%
Delta: 0.23
Theta: 0.00
Omega: 7.71
Rho: 0.00
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.049
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -74.71%
1 Month
  -81.67%
3 Months
  -87.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.087 0.049
1M High / 1M Low: 0.150 0.048
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   342.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -