Soc. Generale Call 115 SQU 20.12.2024
/ DE000SY1U5L7
Soc. Generale Call 115 SQU 20.12..../ DE000SY1U5L7 /
| 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: |
|
- |
