Soc. Generale Call 20 NVJP 20.06..../  DE000SY0N996  /

EUWAX
7/26/2024  10:13:13 AM Chg.-0.003 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.069EUR -4.17% -
Bid Size: -
-
Ask Size: -
UMICORE S.A. 20.00 EUR 6/20/2025 Call
 

Master data

WKN: SY0N99
Issuer: Société Générale
Currency: EUR
Underlying: UMICORE S.A.
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 6/20/2025
Issue date: 5/22/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.28
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.34
Parity: -0.69
Time value: 0.07
Break-even: 20.68
Moneyness: 0.66
Premium: 0.58
Premium p.a.: 0.66
Spread abs.: 0.01
Spread %: 17.24%
Delta: 0.25
Theta: 0.00
Omega: 4.75
Rho: 0.02
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.072
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.82%
1 Month
  -13.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.081 0.069
1M High / 1M Low: 0.092 0.069
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -