Soc. Generale Call 220 GOOGL 20.0.../  DE000SY1J2Y2  /

EUWAX
2024-06-28  8:06:54 AM Chg.+0.03 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
1.24EUR +2.48% -
Bid Size: -
-
Ask Size: -
Alphabet A 220.00 USD 2025-06-20 Call
 

Master data

WKN: SY1J2Y
Issuer: Société Générale
Currency: EUR
Underlying: Alphabet A
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2025-06-20
Issue date: 2024-06-11
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.32
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.25
Parity: -3.53
Time value: 1.11
Break-even: 216.44
Moneyness: 0.83
Premium: 0.27
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 1.83%
Delta: 0.36
Theta: -0.03
Omega: 5.59
Rho: 0.50
 

Quote data

Open: 1.24
High: 1.24
Low: 1.24
Previous Close: 1.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.17%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 1.02
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.14
Avg. volume 1W:   1,080
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -