Soc. Generale Call 16 ATS 20.12.2024
/ DE000SY61P41
Soc. Generale Call 16 ATS 20.12.2.../ DE000SY61P41 /
| 07/11/2024 21:37:23 |
Chg.+0.340 |
Bid21:58:28 |
Ask21:58:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
+13.88% |
2.800
Bid Size: 1,100 |
3.060
Ask Size: 1,100 |
AT+S AUSTR.T.+SYSTEM... |
16.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SY61P4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
12/08/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.45 |
| Parity: |
1.40 |
| Time value: |
1.30 |
| Break-even: |
18.70 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.24 |
| Spread %: |
9.76% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
4.34 |
| Rho: |
0.01 |
Quote data
| Open: |
2.380 |
| High: |
2.800 |
| Low: |
2.380 |
| Previous Close: |
2.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.86% |
| 1 Month |
|
|
-51.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.450 |
1.880 |
| 1M High / 1M Low: |
5.750 |
1.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
