Soc. Generale Call 25 SRAIL 20.12.2024
/ DE000SY1YQC9
Soc. Generale Call 25 SRAIL 20.12.../ DE000SY1YQC9 /
| 2024-11-07 8:19:51 PM |
Chg.+0.030 |
Bid2024-11-07 |
Ask2024-11-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+37.50% |
0.110
Bid Size: 10,000 |
0.140
Ask Size: 10,000 |
STADLER RAIL N |
25.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SY1YQC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STADLER RAIL N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.04 |
| Time value: |
0.10 |
| Break-even: |
27.58 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
12.62 |
| Rho: |
0.01 |
Quote data
| Open: |
0.075 |
| High: |
0.150 |
| Low: |
0.075 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.44% |
| 1 Month |
|
|
-42.11% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.080 |
| 1M High / 1M Low: |
0.200 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
