Soc. Generale Call 25 BATS 20.12.2024
/ DE000SY5XDW8
Soc. Generale Call 25 BATS 20.12..../ DE000SY5XDW8 /
| 15/11/2024 21:51:50 |
Chg.+0.080 |
Bid15/11/2024 |
Ask15/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+22.22% |
0.440
Bid Size: 6,900 |
0.500
Ask Size: 6,900 |
British American Tob... |
25.00 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
SY5XDW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
19/07/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
0.35 |
| Time value: |
0.05 |
| Break-even: |
34.07 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
7.04 |
| Rho: |
0.02 |
Quote data
| Open: |
0.350 |
| High: |
0.450 |
| Low: |
0.350 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.67% |
| 1 Month |
|
|
+22.22% |
| 3 Months |
|
|
+22.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.300 |
| 1M High / 1M Low: |
0.440 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
