Soc. Generale Call 134 MMM 15.11.2024
/ DE000SY79Z56
Soc. Generale Call 134 MMM 15.11..../ DE000SY79Z56 /
2024-11-12 2:14:51 PM |
Chg.-0.038 |
Bid9:59:21 PM |
Ask2024-11-12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.061EUR |
-38.38% |
0.008 Bid Size: 10,000 |
- Ask Size: - |
3M Company |
134.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
SY79Z5 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
3M Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
134.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-09-04 |
Last trading day: |
2024-11-12 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
113.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.31 |
Parity: |
-0.09 |
Time value: |
0.11 |
Break-even: |
126.77 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
6.18 |
Spread abs.: |
0.03 |
Spread %: |
29.41% |
Delta: |
0.41 |
Theta: |
-0.25 |
Omega: |
46.63 |
Rho: |
0.00 |
Quote data
Open: |
0.073 |
High: |
0.077 |
Low: |
0.061 |
Previous Close: |
0.099 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+17.31% |
1 Month |
|
|
-90.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.052 |
1M High / 1M Low: |
0.760 |
0.035 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.283 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,348.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |