Soc. Generale Call 115 SQU 20.12..../  DE000SY1U5L7  /

Frankfurt Zert./SG
06/09/2024  21:35:50 Chg.-0.020 Bid21:51:14 Ask21:51:14 Underlying Strike price Expiration date Option type
0.310EUR -6.06% 0.300
Bid Size: 10,000
0.320
Ask Size: 10,000
VINCI S.A. INH. EO... 115.00 EUR 20/12/2024 Call
 

Master data

WKN: SY1U5L
Issuer: Société Générale
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 20/12/2024
Issue date: 17/06/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.09
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.17
Parity: -0.59
Time value: 0.32
Break-even: 118.20
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.38
Theta: -0.03
Omega: 12.99
Rho: 0.11
 

Quote data

Open: 0.330
High: 0.340
Low: 0.310
Previous Close: 0.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+29.17%
1 Month  
+40.91%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.230
1M High / 1M Low: 0.330 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -