Soc. Generale Call 170 GOOGL 16.0.../  DE000SY1J281  /

EUWAX
2024-07-09  8:06:39 AM Chg.-0.05 Bid9:33:53 AM Ask9:33:53 AM Underlying Strike price Expiration date Option type
4.37EUR -1.13% 4.39
Bid Size: 6,000
4.40
Ask Size: 6,000
Alphabet A 170.00 USD 2026-01-16 Call
 

Master data

WKN: SY1J28
Issuer: Société Générale
Currency: EUR
Underlying: Alphabet A
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2026-01-16
Issue date: 2024-06-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.99
Leverage: Yes

Calculated values

Fair value: 3.54
Intrinsic value: 1.76
Implied volatility: 0.37
Historic volatility: 0.25
Parity: 1.76
Time value: 2.61
Break-even: 200.66
Moneyness: 1.11
Premium: 0.15
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.46%
Delta: 0.72
Theta: -0.03
Omega: 2.88
Rho: 1.25
 

Quote data

Open: 4.37
High: 4.37
Low: 4.37
Previous Close: 4.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.20%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.42 3.93
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.15
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -