Soc. Generale Call 170 FI 21.03.2025
/ DE000SY02YR7
Soc. Generale Call 170 FI 21.03.2.../ DE000SY02YR7 /
| 2024-10-11 9:46:58 PM |
Chg.+0.190 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.600EUR |
+7.88% |
2.590
Bid Size: 2,000 |
2.610
Ask Size: 2,000 |
Fiserv |
170.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SY02YR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.15 |
| Parity: |
1.86 |
| Time value: |
0.73 |
| Break-even: |
181.36 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
5.18 |
| Rho: |
0.47 |
Quote data
| Open: |
2.310 |
| High: |
2.610 |
| Low: |
2.290 |
| Previous Close: |
2.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
+72.19% |
| 3 Months |
|
|
+293.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.600 |
2.260 |
| 1M High / 1M Low: |
2.600 |
1.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.900 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
