Soc. Generale Call 160 GRMN 20.12.2024
/ DE000SY7HDD7
Soc. Generale Call 160 GRMN 20.12.../ DE000SY7HDD7 /
| 2024-11-14 8:53:35 AM |
Chg.-0.200 |
Bid9:23:36 AM |
Ask9:23:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.800EUR |
-4.00% |
4.880
Bid Size: 1,000 |
5.470
Ask Size: 1,000 |
Garmin Ltd |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SY7HDD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Garmin Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.10 |
| Intrinsic value: |
5.05 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.31 |
| Parity: |
5.05 |
| Time value: |
0.15 |
| Break-even: |
202.71 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.18 |
| Spread %: |
3.59% |
| Delta: |
0.94 |
| Theta: |
-0.07 |
| Omega: |
3.65 |
| Rho: |
0.14 |
Quote data
| Open: |
4.800 |
| High: |
4.800 |
| Low: |
4.800 |
| Previous Close: |
5.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
+275.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.000 |
4.670 |
| 1M High / 1M Low: |
5.000 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,025.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
