Soc. Generale Call 20 LDO 20.03.2025
/ DE000SY1U4Z0
Soc. Generale Call 20 LDO 20.03.2.../ DE000SY1U4Z0 /
| 10/8/2024 9:42:03 AM |
Chg.- |
Bid9:12:29 AM |
Ask9:12:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
- |
0.250
Bid Size: 125,000 |
0.260
Ask Size: 125,000 |
LEONARDO |
20.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
SY1U4Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
6/17/2024 |
| Last trading day: |
3/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
0.10 |
| Time value: |
0.17 |
| Break-even: |
22.70 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
5.01 |
| Rho: |
0.05 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.85% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
-38.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.260 |
| 1M High / 1M Low: |
0.280 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
