Soc. Generale Call 16 NVJP 20.06.2025
/ DE000SY1J8E1
Soc. Generale Call 16 NVJP 20.06..../ DE000SY1J8E1 /
| 2024-07-26 10:12:15 AM |
Chg.-0.09 |
Bid12:59:01 PM |
Ask12:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
-5.84% |
1.40
Bid Size: 4,000 |
1.43
Ask Size: 4,000 |
UMICORE S.A. |
16.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
SY1J8E |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UMICORE S.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-06-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.34 |
| Parity: |
-2.20 |
| Time value: |
1.61 |
| Break-even: |
17.61 |
| Moneyness: |
0.86 |
| Premium: |
0.28 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.10 |
| Spread %: |
6.62% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
4.01 |
| Rho: |
0.04 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.20% |
| 1 Month |
|
|
-27.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.54 |
| 1M High / 1M Low: |
2.00 |
1.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
