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

EUWAX
2024-07-03  11:35:24 AM Chg.+0.83 Bid3:00:53 PM Ask3:00:53 PM Underlying Strike price Expiration date Option type
3.69EUR +29.02% 3.68
Bid Size: 20,000
3.70
Ask Size: 20,000
BE SEMICON.INDSINH.E... 152.50 EUR 2025-03-21 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: 2025-03-21
Issue date: 2024-05-17
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 5.43
Leverage: Yes

Calculated values

Fair value: 2.55
Intrinsic value: 0.40
Implied volatility: 0.48
Historic volatility: 0.42
Parity: 0.40
Time value: 2.49
Break-even: 181.30
Moneyness: 1.03
Premium: 0.16
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 0.70%
Delta: 0.63
Theta: -0.05
Omega: 3.42
Rho: 0.50
 

Quote data

Open: 3.60
High: 3.69
Low: 3.60
Previous Close: 2.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.02%
1 Month  
+118.34%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.87 2.79
1M High / 1M Low: 3.13 1.62
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.84
Avg. volume 1W:   0.00
Avg. price 1M:   2.59
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -