Soc. Generale Call 10 WBA 21.03.2025
/ DE000SY2RXM6
Soc. Generale Call 10 WBA 21.03.2.../ DE000SY2RXM6 /
| 11/14/2024 3:00:21 PM |
Chg.+0.010 |
Bid3:38:14 PM |
Ask3:38:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+1.16% |
0.850
Bid Size: 50,000 |
0.860
Ask Size: 50,000 |
Walgreens Boots Alli... |
10.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SY2RXM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/5/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.46 |
| Parity: |
-0.92 |
| Time value: |
0.88 |
| Break-even: |
10.34 |
| Moneyness: |
0.90 |
| Premium: |
0.21 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
4.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.850 |
| High: |
0.900 |
| Low: |
0.850 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.31% |
| 1 Month |
|
|
-30.40% |
| 3 Months |
|
|
-51.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.860 |
| 1M High / 1M Low: |
2.030 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
