Soc. Generale Call 148 MU 19.07.2.../  DE000SY0LCW6  /

EUWAX
2024-06-28  9:52:10 AM Chg.-0.110 Bid4:10:50 PM Ask4:10:50 PM Underlying Strike price Expiration date Option type
0.170EUR -39.29% 0.170
Bid Size: 175,000
0.180
Ask Size: 175,000
Micron Technology In... 148.00 USD 2024-07-19 Call
 

Master data

WKN: SY0LCW
Issuer: Société Générale
Currency: EUR
Underlying: Micron Technology Inc
Type: Warrant
Option type: Call
Strike price: 148.00 USD
Maturity: 2024-07-19
Issue date: 2024-05-20
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 77.18
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.35
Parity: -1.47
Time value: 0.16
Break-even: 139.82
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 7.66
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.20
Theta: -0.10
Omega: 15.46
Rho: 0.01
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -84.96%
1 Month
  -56.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 0.280
1M High / 1M Low: 1.610 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   0.673
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   485.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -