Soc. Generale Call 152.5 BSI 21.0.../  DE000SY0GSA8  /

EUWAX
7/23/2024  9:16:04 AM Chg.+0.18 Bid10:38:49 AM Ask10:38:49 AM Underlying Strike price Expiration date Option type
2.46EUR +7.89% 2.50
Bid Size: 25,000
2.52
Ask Size: 25,000
BE SEMICON.INDSINH.E... 152.50 EUR 3/21/2025 Call
 

Master data

WKN: SY0GSA
Issuer: Société Générale
Currency: EUR
Underlying: BE SEMICON.INDSINH.EO-,01
Type: Warrant
Option type: Call
Strike price: 152.50 EUR
Maturity: 3/21/2025
Issue date: 5/17/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 5.88
Leverage: Yes

Calculated values

Fair value: 2.18
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.43
Parity: -0.14
Time value: 2.57
Break-even: 178.20
Moneyness: 0.99
Premium: 0.18
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 0.78%
Delta: 0.60
Theta: -0.06
Omega: 3.51
Rho: 0.43
 

Quote data

Open: 2.46
High: 2.46
Low: 2.46
Previous Close: 2.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.42%
1 Month
  -11.19%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.64 2.28
1M High / 1M Low: 3.69 2.28
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.86
Avg. volume 1W:   0.00
Avg. price 1M:   3.11
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -