Soc. Generale Call 240 VRSK 21.03.2025
/ DE000SY7A246
Soc. Generale Call 240 VRSK 21.03.../ DE000SY7A246 /
2024-12-20 9:49:39 PM |
Chg.+0.070 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.090EUR |
+1.74% |
4.080 Bid Size: 800 |
4.240 Ask Size: 800 |
Verisk Analytics Inc |
240.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
SY7A24 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Verisk Analytics Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-08-19 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.73 |
Intrinsic value: |
3.53 |
Implied volatility: |
0.38 |
Historic volatility: |
0.17 |
Parity: |
3.53 |
Time value: |
0.71 |
Break-even: |
272.53 |
Moneyness: |
1.15 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.16 |
Spread %: |
3.92% |
Delta: |
0.81 |
Theta: |
-0.09 |
Omega: |
5.10 |
Rho: |
0.43 |
Quote data
Open: |
3.620 |
High: |
4.230 |
Low: |
3.510 |
Previous Close: |
4.020 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.71% |
1 Month |
|
|
-22.24% |
3 Months |
|
|
+19.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.360 |
4.020 |
1M High / 1M Low: |
5.630 |
4.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.146 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.807 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |