Soc. Generale Call 100 EYX 20.12.2024
/ DE000SY6AR00
Soc. Generale Call 100 EYX 20.12..../ DE000SY6AR00 /
| 11/14/2024 9:44:19 AM |
Chg.+0.016 |
Bid6:18:28 PM |
Ask6:18:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
+22.86% |
0.100
Bid Size: 10,000 |
0.120
Ask Size: 10,000 |
EXOR N.V. |
100.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SY6AR0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EXOR N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/29/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
108.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-0.69 |
| Time value: |
0.09 |
| Break-even: |
100.86 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.01 |
| Spread %: |
13.16% |
| Delta: |
0.21 |
| Theta: |
-0.03 |
| Omega: |
22.81 |
| Rho: |
0.02 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.33% |
| 1 Month |
|
|
-75.43% |
| 3 Months |
|
|
-70.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.070 |
| 1M High / 1M Low: |
0.410 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
