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

EUWAX
8/16/2024  9:07:14 AM Chg.+0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.150EUR +15.38% -
Bid Size: -
-
Ask Size: -
- 1,250.00 DKK 12/20/2024 Call
 

Master data

WKN: SY2CAY
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,250.00 DKK
Maturity: 12/20/2024
Issue date: 6/27/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 72.94
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -4.35
Time value: 0.17
Break-even: 169.24
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 1.46
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.13
Theta: -0.03
Omega: 9.48
Rho: 0.05
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month
  -53.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.320 0.069
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   431.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -