Soc. Generale Call 230 ALV 18.10.2024
/ DE000SY61P25
Soc. Generale Call 230 ALV 18.10..../ DE000SY61P25 /
| 9/27/2024 9:20:45 AM |
Chg.-0.08 |
Bid11:09:30 AM |
Ask11:09:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.37EUR |
-1.24% |
6.51
Bid Size: 20,000 |
6.55
Ask Size: 20,000 |
ALLIANZ SE NA O.N. |
230.00 EUR |
10/18/2024 |
Call |
Master data
| WKN: |
SY61P2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 EUR |
| Maturity: |
10/18/2024 |
| Issue date: |
8/12/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.62 |
| Intrinsic value: |
6.58 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.15 |
| Parity: |
6.58 |
| Time value: |
0.17 |
| Break-even: |
297.50 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
0.60% |
| Delta: |
0.94 |
| Theta: |
-0.15 |
| Omega: |
4.14 |
| Rho: |
0.12 |
Quote data
| Open: |
6.37 |
| High: |
6.37 |
| Low: |
6.37 |
| Previous Close: |
6.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.43% |
| 1 Month |
|
|
+33.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.65 |
6.26 |
| 1M High / 1M Low: |
6.65 |
4.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
