Soc. Generale Call 170 GOOGL 20.1.../  DE000SY1J2D6  /

Frankfurt Zert./SG
11/09/2024  21:50:57 Chg.+0.010 Bid21:59:25 Ask21:59:25 Underlying Strike price Expiration date Option type
0.330EUR +3.13% 0.340
Bid Size: 15,000
0.350
Ask Size: 15,000
Alphabet A 170.00 USD 20/12/2024 Call
 

Master data

WKN: SY1J2D
Issuer: Société Générale
Currency: EUR
Underlying: Alphabet A
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 20/12/2024
Issue date: 11/06/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.97
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.25
Parity: -1.94
Time value: 0.30
Break-even: 157.26
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.25
Theta: -0.04
Omega: 11.14
Rho: 0.08
 

Quote data

Open: 0.290
High: 0.330
Low: 0.290
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.54%
1 Month
  -63.33%
3 Months
  -82.99%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.270
1M High / 1M Low: 0.980 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.709
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -