Soc. Generale Call 220 ROK 20.09.2024
/ DE000SY08PM3
Soc. Generale Call 220 ROK 20.09..../ DE000SY08PM3 /
| 06/08/2024 13:10:30 |
Chg.+0.040 |
Bid13:32:49 |
Ask13:32:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.280EUR |
+1.23% |
3.290
Bid Size: 1,000 |
3.890
Ask Size: 1,000 |
Rockwell Automation ... |
220.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SY08PM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.58 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.28 |
| Parity: |
2.58 |
| Time value: |
0.87 |
| Break-even: |
235.40 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.08 |
| Spread %: |
2.37% |
| Delta: |
0.76 |
| Theta: |
-0.18 |
| Omega: |
4.97 |
| Rho: |
0.17 |
Quote data
| Open: |
3.120 |
| High: |
3.280 |
| Low: |
3.120 |
| Previous Close: |
3.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.40% |
| 1 Month |
|
|
-26.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.640 |
3.240 |
| 1M High / 1M Low: |
6.930 |
3.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
