Soc. Generale Call 12 NVJP 20.12.2024
/ DE000SY61SB9
Soc. Generale Call 12 NVJP 20.12..../ DE000SY61SB9 /
| 10/4/2024 9:50:48 PM |
Chg.+0.170 |
Bid9:55:17 PM |
Ask9:55:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+24.64% |
0.870
Bid Size: 3,500 |
0.950
Ask Size: 3,500 |
UMICORE S.A. |
12.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SY61SB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UMICORE S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/12/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.38 |
| Parity: |
-0.42 |
| Time value: |
0.92 |
| Break-even: |
12.92 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
3.37% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
6.25 |
| Rho: |
0.01 |
Quote data
| Open: |
0.750 |
| High: |
0.860 |
| Low: |
0.750 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.63% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.690 |
| 1M High / 1M Low: |
1.070 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.625 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
