Soc. Generale Call 105 XOM 16.08.2024
/ DE000SY0XCA7
Soc. Generale Call 105 XOM 16.08..../ DE000SY0XCA7 /
| 2024-07-08 10:16:00 AM |
Chg.- |
Bid9:09:40 AM |
Ask9:09:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
- |
0.770
Bid Size: 3,900 |
0.810
Ask Size: 3,900 |
Exxon Mobil Corp |
105.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
SY0XCA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Exxon Mobil Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-27 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.77 |
| Time value: |
0.13 |
| Break-even: |
105.99 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
9.64 |
| Rho: |
0.08 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.27% |
| 1 Month |
|
|
-18.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.850 |
| 1M High / 1M Low: |
1.110 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.892 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
