Soc. Generale Call 140 AIR 15.11.2024
/ DE000SY7QR84
Soc. Generale Call 140 AIR 15.11..../ DE000SY7QR84 /
| 11/11/2024 12:08:57 PM |
Chg.+0.240 |
Bid12:24:45 PM |
Ask12:24:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+80.00% |
0.530
Bid Size: 20,000 |
0.540
Ask Size: 20,000 |
AIRBUS |
140.00 EUR |
11/15/2024 |
Call |
Master data
| WKN: |
SY7QR8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
11/15/2024 |
| Issue date: |
8/22/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
37.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
0.23 |
| Time value: |
0.15 |
| Break-even: |
143.80 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
1.60 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.66 |
| Theta: |
-0.29 |
| Omega: |
24.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.370 |
| High: |
0.560 |
| Low: |
0.370 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.21% |
| 1 Month |
|
|
+125.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.290 |
| 1M High / 1M Low: |
0.590 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
418.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
