Soc. Generale Call 152 MU 19.07.2024
/ DE000SY0LCY2
Soc. Generale Call 152 MU 19.07.2.../ DE000SY0LCY2 /
2024-06-28 3:47:40 PM |
Chg.-0.010 |
Bid4:58:07 PM |
Ask4:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-8.33% |
0.110 Bid Size: 175,000 |
0.120 Ask Size: 175,000 |
Micron Technology In... |
152.00 USD |
2024-07-19 |
Call |
Master data
WKN: |
SY0LCY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Micron Technology Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
152.00 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: |
94.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.35 |
Parity: |
-1.85 |
Time value: |
0.13 |
Break-even: |
143.25 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
12.20 |
Spread abs.: |
0.01 |
Spread %: |
8.33% |
Delta: |
0.16 |
Theta: |
-0.10 |
Omega: |
15.38 |
Rho: |
0.01 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.110 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-84.51% |
1 Month |
|
|
-69.44% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.120 |
1M High / 1M Low: |
1.370 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.574 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.538 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
503.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |