Soc. Generale Call 13 REP 20.12.2024
/ DE000SY21UR5
Soc. Generale Call 13 REP 20.12.2.../ DE000SY21UR5 /
09/10/2024 09:38:47 |
Chg.- |
Bid17:08:32 |
Ask17:08:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
- |
0.110 Bid Size: 80,000 |
0.120 Ask Size: 80,000 |
REPSOL S.A. INH. ... |
13.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SY21UR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
REPSOL S.A. INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
12/07/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
2:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
46.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-0.48 |
Time value: |
0.13 |
Break-even: |
13.26 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.02 |
Spread %: |
18.18% |
Delta: |
0.30 |
Theta: |
0.00 |
Omega: |
13.88 |
Rho: |
0.01 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
-8.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.100 |
1M High / 1M Low: |
0.170 |
0.068 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.106 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
401.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |