Soc. Generale Call 150 GOOGL 21.03.2025
/ DE000SY1NVH1
Soc. Generale Call 150 GOOGL 21.0.../ DE000SY1NVH1 /
02/08/2024 11:04:38 |
Chg.-0.090 |
Bid11:58:14 |
Ask11:58:14 |
Underlying |
Strike price |
Expiration date |
Option type |
2.810EUR |
-3.10% |
2.770 Bid Size: 10,000 |
2.790 Ask Size: 10,000 |
Alphabet A |
150.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
SY1NVH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
12/06/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.60 |
Intrinsic value: |
1.92 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
1.92 |
Time value: |
1.03 |
Break-even: |
168.56 |
Moneyness: |
1.14 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.34% |
Delta: |
0.76 |
Theta: |
-0.04 |
Omega: |
4.07 |
Rho: |
0.57 |
Quote data
Open: |
2.760 |
High: |
2.810 |
Low: |
2.750 |
Previous Close: |
2.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.69% |
1 Month |
|
|
-33.73% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.990 |
2.710 |
1M High / 1M Low: |
4.630 |
2.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.896 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.767 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |