Soc. Generale Call 160 GRMN 21.03.../  DE000SY7K1M0  /

EUWAX
2024-11-14  8:18:35 AM Chg.-0.01 Bid9:03:06 AM Ask9:03:06 AM Underlying Strike price Expiration date Option type
5.03EUR -0.20% 5.09
Bid Size: 1,000
5.65
Ask Size: 1,000
Garmin Ltd 160.00 USD 2025-03-21 Call
 

Master data

WKN: SY7K1M
Issuer: Société Générale
Currency: EUR
Underlying: Garmin Ltd
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-03-21
Issue date: 2024-08-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.71
Leverage: Yes

Calculated values

Fair value: 5.28
Intrinsic value: 5.05
Implied volatility: 0.40
Historic volatility: 0.31
Parity: 5.05
Time value: 0.37
Break-even: 204.91
Moneyness: 1.34
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.17
Spread %: 3.24%
Delta: 0.92
Theta: -0.04
Omega: 3.40
Rho: 0.46
 

Quote data

Open: 5.03
High: 5.03
Low: 5.03
Previous Close: 5.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.14%
1 Month  
+278.20%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.13 4.82
1M High / 1M Low: 5.13 1.10
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.96
Avg. volume 1W:   0.00
Avg. price 1M:   2.67
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   718.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -