Soc. Generale Call 12 REP 20.12.2.../  DE000SY60P34  /

EUWAX
2024-11-13  9:44:30 AM Chg.-0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.070EUR -22.22% -
Bid Size: -
-
Ask Size: -
REPSOL S.A. INH. ... 12.00 EUR 2024-12-20 Call
 

Master data

WKN: SY60P3
Issuer: Société Générale
Currency: EUR
Underlying: REPSOL S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2024-12-20
Issue date: 2024-08-09
Last trading day: 2024-12-20
Ratio: 2:1
Exercise type: European
Quanto: -
Gearing: 77.06
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -0.30
Time value: 0.07
Break-even: 12.15
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.86
Spread abs.: 0.01
Spread %: 8.82%
Delta: 0.28
Theta: 0.00
Omega: 21.69
Rho: 0.00
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.82%
1 Month
  -76.67%
3 Months
  -90.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.090
1M High / 1M Low: 0.300 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -