Soc. Generale Call 1240 Novo-Nord.../  DE000SY1EA18  /

EUWAX
2024-07-10  9:33:08 AM Chg.-0.022 Bid4:56:43 PM Ask4:56:43 PM Underlying Strike price Expiration date Option type
0.071EUR -23.66% 0.071
Bid Size: 10,000
0.083
Ask Size: 10,000
- 1,240.00 DKK 2024-09-20 Call
 

Master data

WKN: SY1EA1
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,240.00 DKK
Maturity: 2024-09-20
Issue date: 2024-06-06
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 145.30
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.33
Parity: -3.69
Time value: 0.09
Break-even: 167.11
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 2.67
Spread abs.: 0.01
Spread %: 12.66%
Delta: 0.09
Theta: -0.03
Omega: 13.35
Rho: 0.02
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.093
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.45%
1 Month
  -52.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.078
1M High / 1M Low: 0.160 0.078
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   343.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -