Soc. Generale Call 180 CGM 20.12.2024
/ DE000SY077S1
Soc. Generale Call 180 CGM 20.12..../ DE000SY077S1 /
| 10/18/2024 4:26:30 PM |
Chg.+0.150 |
Bid4:56:44 PM |
Ask4:56:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+13.39% |
1.250
Bid Size: 20,000 |
1.270
Ask Size: 20,000 |
CAPGEMINI SE INH. EO... |
180.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SY077S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
6/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
0.29 |
| Time value: |
0.89 |
| Break-even: |
191.70 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
1.74% |
| Delta: |
0.59 |
| Theta: |
-0.08 |
| Omega: |
9.21 |
| Rho: |
0.17 |
Quote data
| Open: |
1.090 |
| High: |
1.300 |
| Low: |
1.070 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.55% |
| 1 Month |
|
|
-37.13% |
| 3 Months |
|
|
-49.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.080 |
| 1M High / 1M Low: |
2.400 |
1.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.644 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
