Soc. Generale Call 172.5 BSI 21.0.../  DE000SY0GSB6  /

EUWAX
2024-07-26  9:31:51 AM Chg.-0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.630EUR -7.35% -
Bid Size: -
-
Ask Size: -
BE SEMICON.INDSINH.E... 172.50 EUR 2025-03-21 Call
 

Master data

WKN: SY0GSB
Issuer: Société Générale
Currency: EUR
Underlying: BE SEMICON.INDSINH.EO-,01
Type: Warrant
Option type: Call
Strike price: 172.50 EUR
Maturity: 2025-03-21
Issue date: 2024-05-17
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 18.07
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.45
Parity: -4.96
Time value: 0.68
Break-even: 179.30
Moneyness: 0.71
Premium: 0.46
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.27
Theta: -0.04
Omega: 4.96
Rho: 0.17
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.35%
1 Month
  -67.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.680 0.630
1M High / 1M Low: 2.660 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.232
Avg. volume 1W:   0.000
Avg. price 1M:   2.057
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -