Soc. Generale Call 1250 Novo-Nord.../  DE000SY2CAY1  /

EUWAX
26/09/2024  09:48:33 Chg.+0.005 Bid07:50:01 Ask07:50:01 Underlying Strike price Expiration date Option type
0.033EUR +17.86% 0.018
Bid Size: 10,000
0.037
Ask Size: 10,000
- 1,250.00 DKK 20/12/2024 Call
 

Master data

WKN: SY2CAY
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,250.00 DKK
Maturity: 20/12/2024
Issue date: 27/06/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 285.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.33
Parity: -5.36
Time value: 0.04
Break-even: 168.01
Moneyness: 0.68
Premium: 0.47
Premium p.a.: 4.29
Spread abs.: 0.01
Spread %: 33.33%
Delta: 0.04
Theta: -0.01
Omega: 12.59
Rho: 0.01
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.028
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.07%
1 Month
  -67.00%
3 Months
  -92.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.028
1M High / 1M Low: 0.140 0.028
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   363.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -