Soc. Generale Call 200 GRMN 21.03.../  DE000SY7K1R9  /

EUWAX
2024-11-13  8:17:14 AM Chg.+0.05 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.91EUR +2.69% -
Bid Size: -
-
Ask Size: -
Garmin Ltd 200.00 USD 2025-03-21 Call
 

Master data

WKN: SY7K1R
Issuer: Société Générale
Currency: EUR
Underlying: Garmin Ltd
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-03-21
Issue date: 2024-08-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.23
Leverage: Yes

Calculated values

Fair value: 2.29
Intrinsic value: 1.28
Implied volatility: 0.29
Historic volatility: 0.31
Parity: 1.28
Time value: 0.90
Break-even: 210.18
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.06
Spread %: 2.83%
Delta: 0.70
Theta: -0.06
Omega: 6.51
Rho: 0.42
 

Quote data

Open: 1.91
High: 1.91
Low: 1.91
Previous Close: 1.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.95%
1 Month  
+855.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.01 1.79
1M High / 1M Low: 2.01 0.13
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.88
Avg. volume 1W:   0.00
Avg. price 1M:   0.80
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,401.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -