Soc. Generale Call 1080 AEX 19.12.../  DE000SY7PP12  /

EUWAX
2024-11-12  9:03:04 AM Chg.-0.026 Bid8:48:48 PM Ask8:48:48 PM Underlying Strike price Expiration date Option type
0.171EUR -13.20% 0.166
Bid Size: 10,000
0.176
Ask Size: 10,000
- 1,080.00 EUR 2025-12-19 Call
 

Master data

WKN: SY7PP1
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,080.00 EUR
Maturity: 2025-12-19
Issue date: 2024-08-22
Last trading day: 2025-12-19
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: 217.40
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.11
Parity: -10.09
Time value: 0.20
Break-even: 1,084.04
Moneyness: 0.81
Premium: 0.23
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 5.21%
Delta: 0.09
Theta: -0.03
Omega: 18.80
Rho: 0.79
 

Quote data

Open: 0.171
High: 0.171
Low: 0.171
Previous Close: 0.197
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.67%
1 Month
  -62.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.227 0.183
1M High / 1M Low: 0.490 0.183
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.207
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -