Soc. Generale Call 2000 HMI 20.09.2024
/ DE000SY2LWD0
Soc. Generale Call 2000 HMI 20.09.../ DE000SY2LWD0 /
| 9/2/2024 12:28:17 PM |
Chg.-0.140 |
Bid1:27:52 PM |
Ask1:27:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
-7.95% |
1.590
Bid Size: 15,000 |
1.610
Ask Size: 15,000 |
HERMES INTERNATIONAL... |
2,000.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SY2LWD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HERMES INTERNATIONAL O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,000.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
7/3/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
1.69 |
| Time value: |
0.16 |
| Break-even: |
2,185.00 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
1.65% |
| Delta: |
0.86 |
| Theta: |
-1.22 |
| Omega: |
10.11 |
| Rho: |
0.83 |
Quote data
| Open: |
1.780 |
| High: |
1.780 |
| Low: |
1.550 |
| Previous Close: |
1.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.98% |
| 1 Month |
|
|
+116.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.050 |
1.450 |
| 1M High / 1M Low: |
2.140 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.383 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
