Soc. Generale Call 1400 Novo-Nord.../  DE000SY2CBD3  /

EUWAX
8/15/2024  9:03:26 AM Chg.0.00 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.09EUR 0.00% -
Bid Size: -
-
Ask Size: -
- 1,400.00 DKK 6/19/2026 Call
 

Master data

WKN: SY2CBD
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,400.00 DKK
Maturity: 6/19/2026
Issue date: 6/27/2024
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.88
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -6.69
Time value: 1.11
Break-even: 198.73
Moneyness: 0.64
Premium: 0.65
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 1.83%
Delta: 0.34
Theta: -0.02
Omega: 3.65
Rho: 0.54
 

Quote data

Open: 1.09
High: 1.09
Low: 1.09
Previous Close: 1.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.86%
1 Month
  -22.70%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.11 1.02
1M High / 1M Low: 1.41 0.89
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -